50 citations
- Polish Academy of SciencesPL6 papers
- Sorbonne UniversitéFR6 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- LIP6FR3 papers
- Systems Research InstitutePL3 papers
- Centre de Recherche en Mathématiques de la DécisionFR2 papers
- École Polytechnique Fédérale de LausanneCH2 papers
- Polish Academy of LearningPL2 papers
- Stanford UniversityUS2 papers
- CERMICSFR1 paper
- École nationale des ponts et chausséesFR1 paper
- École Normale Supérieure - PSLFR1 paper
Showing 2018Show all
2 papers · 1 filter
q-fin.RM2018★ 1 cited
A sparse grid approach to balance sheet risk measurement
Cyril Bénézet, Jérémie Bonnefoy, Jean-François Chassagneux +3
In this work, we present a numerical method based on a sparse grid approximation to compute the loss distribution of the balance sheet of a financial or an insurance company. We fi…
cs.LG2018★ 44 cited
Defining Locality for Surrogates in Post-hoc Interpretablity
Thibault Laugel, Xavier Renard, Marie-Jeanne Lesot +2
Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individua…