Name of QuantLet: CBR-FRD

Published in: TBD

Description: Explainable ML method Case-Based Reasoning for financial risk detection

Keywords: Data-driven CBR System, Financial Risk Detection, Explainable AI, Clustering Analysis, Cause Induction in Discrimination

Author: Wei Li, Georgios Sermpinis, Florentina Paraschiv

Submitted: 25.02.2021

Additional Info: This repository implements a data-driven CBR system to detect financial risk. The Nvidia GPU is required to run the Python code for training the parameters of the CBR system. The benchmark models are widely used machine learning models.