2 papers
stat.ML2026
: Transparent and Fair Credit Risk Decisions through Semi-Structured Regressions
Victor Medina-Olivares, Stefan Lessmann, Jonathan Crook
Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regression remains attractive because…
q-fin.RM2023
Joint model for longitudinal and spatio-temporal survival data
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese +1
In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous,…