Miller Janny Ariza Garzón

Miller-Janny Ariza-Garzón [1], PhD student at Data Science [2].Research member of Project FINTECH-EU Ho2020 [3]. Facultad de Informática [4]. Universidad Complutense de Madrid [5]. Spain.

Email: millerar@ucm.es

STSM grantee Period 1 (March 2021). COST Action: CA19130

Working group 2 - Transparent versus Black Box Decision-Support Models in the Financial Industry [6].

Host institution: ZHAW School of Engineering, Winterthur, Switzerland.

Home institution: Universidad Complutense de Madrid, Madrid, ES.

STSM title: Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI).

We will investigate the tradeoff between explainability and predictive performance of different black-box models as they apply to financial problem sets, primarily in risk management-credit risk. Specifically, we will study the elements that must be evaluated for a black-box model to be considered interpretable and explainable to take advantage of its predictive potential.