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A COST-AWARE FRAMEWORK FOR EXPLAINABILITY-BASED MONITORING OF BEHAVIORAL DRIFT IN CREDIT RISK MODELS

Bozan, Erdal

Openmetu · Other

credit risk modeling, shap, behavioral drift, cost-aware monitoring, statistical process control, arbis subjects::engineering and technology, arbis subjects::engineering and technology::industrial engineering

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A COST-AWARE FRAMEWORK FOR EXPLAINABILITY-BASED MONITORING OF BEHAVIORAL DRIFT IN CREDIT RISK MODELS

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