3 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ML2022★ 3 cited
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
Hué Sullivan, Hurlin Christophe, Pérignon Christophe +1
As they play an increasingly important role in determining access to credit, credit scoring models are under growing scrutiny from banking supervisors and internal model validators…
stat.ML2022★ 2 cited
The Fairness of Credit Scoring Models
Christophe Hurlin, Christophe Pérignon, Sébastien Saurin
In credit markets, screening algorithms aim to discriminate between good-type and bad-type borrowers. However, when doing so, they can also discriminate between individuals sharing…