Model risk quantification for machine learning models in credit risk

@article{łukasz2025,
  title        = {{Model risk quantification for machine learning models in credit risk}},
  author       = {Łukasz Prorokowski},
  journal      = {The Journal of Risk Model Validation},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.21314/jrmv.2025.006},
}

TY  - JOUR
TI  - Model risk quantification for machine learning models in credit risk
AU  - Prorokowski, Łukasz
JO  - The Journal of Risk Model Validation
PY  - 2025
ER  -

Łukasz Prorokowski (2025). Model risk quantification for machine learning models in credit risk. *The Journal of Risk Model Validation*. https://doi.org/https://doi.org/10.21314/jrmv.2025.006

Łukasz Prorokowski. "Model risk quantification for machine learning models in credit risk." *The Journal of Risk Model Validation* (2025). https://doi.org/https://doi.org/10.21314/jrmv.2025.006.

Model risk quantification for machine learning models in credit risk
Łukasz Prorokowski · The Journal of Risk Model Validation · 2025
https://doi.org/https://doi.org/10.21314/jrmv.2025.006