TY  - JOUR
AU  - Ariza-Garzon, Miller Janny
AU  - Arroyo Gallardo, Javier
AU  - Segovia Vargas, María Jesús
AU  - Caparrini, Antonio
PY  - 2024
DO  - https://doi.org/10.1016/j.elerap.2024.101428
UR  - https://hdl.handle.net/20.500.14352/110493
T2  - Electronic Commerce Research and Applications
AB  - We propose a comprehensive profit-sensitive approach for credit risk modeling in P2P lending for small businesses, one of the most financially complex segments. We go beyond traditional and cost-sensitive approaches by including the financial costs...
LA  - eng
M2  - 101428
PB  - Elsevier
KW  - Credit riskP2P lendingSmall business loansCost-sensitive modelsProfit-sensitive learningExtreme gradient boostingExplainabilityShapley values
TI  - Profit-sensitive machine learning classification with explanations in credit risk: The case of small businesses in peer-to-peer lending
TY  - journal article
VL  - 67
ER  -