Algorithmic transparency

Algorithmic transparency

I study the optimal algorithmic disclosure in a lending market where lenders use a predictive algorithm to mitigate adverse selection. The predictive algorithm is unobservable to borrowers and uses a manipulable borrower feature as input. A regulator maximizes market efficiency by disclosing informa...

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Bibliographic Details
Main Author: SUN, Jian
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
adverse selection
FinTech
Bayesian persuasion
algorithmic transparency
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7109
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8108/viewcontent/JMP.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/7109
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8108/viewcontent/JMP.pdf

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