Hendrik Andries du Toit

Drikus du Toit received his Master’s degree in Quantitative Risk Management from North-West University, Centre for Business Mathematics and Informatics in 2017. He has gained experience in various credit risk teams in the South African banking industry and currently holds a position as a Data Scientist. He is currently a part-time PhD student at North-West University, Centre for Business Mathematics and Informatics. His primary research interest is in interpretable machine learning techniques for application in credit scoring models.

Articles by Hendrik Andries du Toit

Original research

Shapley values as an interpretability technique in credit scoring

The authors analyze the usefulness of the Shapley value as a machine learning interpretability technique in credit scoring.

03 Jan 2024

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here