190 citations · 464 across the 23 of their papers we have counts for
25 papers
Fair Models in Credit: Intersectional Discrimination and the Amplification of Inequity
Savina Kim, Stefan Lessmann, Galina Andreeva +1
The increasing usage of new data sources and machine learning (ML) technology in credit modeling raises concerns with regards to potentially unfair decision-making that rely on pro…
Multimodal Document Analytics for Banking Process Automation
Christopher Gerling, Stefan Lessmann
Traditional banks face increasing competition from FinTechs in the rapidly evolving financial ecosystem. Raising operational efficiency is vital to address this challenge. Our stud…
The Deep Promotion Time Cure Model
Victor Medina-Olivares, Stefan Lessmann, Nadja Klein
We propose a novel method for predicting time-to-event in the presence of cure fractions based on flexible survivals models integrated into a deep neural network framework. Our app…
Predictive modeling for limited distributed targets
Björn Bokelmann, Stefan Lessmann
Many forecasting applications have a limited distributed target variable, which is zero for most observations and positive for the remaining observations. In the econometrics liter…
A Data-driven Case-based Reasoning in Bankruptcy Prediction
Wei Li, Wolfgang Karl Härdle, Stefan Lessmann
There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practic…
Improving uplift model evaluation on RCT data
Björn Bokelmann, Stefan Lessmann
Estimating treatment effects is one of the most challenging and important tasks of data analysts. In many applications, like online marketing and personalized medicine, treatment n…