可预见的不平等机器学习对信贷市场的影响.pdfVIP

THE JOURNAL OF FINANCE • VOL. LXXVII, NO. 1 • FEBRUARY 2022 Predictably Unequal? The Effects of Machine Learning on Credit Markets ANDREAS FUSTER, PAUL GOLDSMITH-PINKHAM, TARUN RAMADORAI, and ANSGAR WALTHER ABSTRACT Innovations in statistical technology in functions including credit-screening have raised concerns about distributional impacts across categories such as race. Theo- retically, distributional effects of better statisti