A Sparsity Algorithm with Applications to Corporate Credit Rating

We propose a new "sparsity algorithm" which solves the optimisation problem, while also maximising the sparsity of the counterfactual explanation. We apply the sparsity algorithm to provide a simple suggestion to publicly traded companies in order to improve their credit ratings. 2021: Dan Wang, Zhi Chen, I. Florescu //arxiv.org/pdf/2107.10306.pdf