Title

Application of an Interpretable Gradient Boosting Model for Forecasting Profitability of Consumer Loan Portfolios

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2025

Issue

No 3

Authors

Kwiatkowski, Maciej Paweł

Affiliation

Kwiatkowski, Maciej Paweł : SGH Warsaw School of Economics, Poland

Keywords

IFRS 9 ; CECL ; machine learning ; competing risks ; SHAP

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

143-177

Publisher

Oddział PAN w Łodzi

Date

2026.04.29

Type

Article

Identifier

DOI: 10.24425/cejeme.2025.159014