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...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |