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Keywords: SHAP
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Journal Articles
Journal:
Journal of Modelling in Management
Journal of Modelling in Management 1–25.
Published: 07 October 2026
... explanations ( SHAP ) and permutation importance are used for interpretability. Findings The temporal holdout results show that XGBoost achieves receiver operating characteristic area under the curve (ROC-AUC) of 0.7414 and precision-recall area under the curve (PR-AUC) of 0.8097, with the strongest...
