Mercer (Czechia)

output

20002025

most citedSHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model

10 citations

7 papers

q-fin.RM2025★ 10 cited

SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model

Luyun Lin, Yiqing Wang

The increasing development in the consumer credit card market brings substantial regulatory and risk management challenges. The advanced machine learning models applications bring…

math.CA2023

Recurrence Coefficients for Orthogonal Polynomials with a Logarithmic Weight Function

Percy Deift, Mateusz Piorkowski

We prove an asymptotic formula for the recurrence coefficients of orthogonal polynomials with orthogonality measure $lo g (\frac{2}{1 - x}) d x$ on $(- 1, 1)$ . The asymp…

physics.plasm-ph2018★ 1 cited

Scalings and Plasma Profile Parameterisation of ASDEX High Density Ohmic Discharges

P. J. Mc Carthy, K. S. Riedel, O. J. W. F. Kardaun +2

High density ( $.3 < n ˉ /1 0^{20} m^{- 3} < .8$ ), low $q_{a}$ ( $1.9 < q_{a} < 3.4$ ), Ohmic discharges from the ASDEX experiment is analysed statistically. Bulk parameter scalings and…

math-ph2016★ 1 cited

A Mathematical Theory of Optimal Milestoning (with a Detour via Exact Milestoning)

Ling Lin, Jianfeng Lu, Eric Vanden-Eijnden

Milestoning is a computational procedure that reduces the dynamics of complex systems to memoryless jumps between intermediates, or milestones, and only retains some information ab…

math.AP2012★ 7 cited

Local-in-Time Existence and Uniqueness of Solutions to the Prandtl Equations by Energy Methods

Nader Masmoudi, Tak Kwong Wong

We prove local existence and uniqueness for the two-dimensional Prandtl system in weighted Sobolev spaces under the Oleinik's monotonicity assumption. In particular we do not use t…

math.ST2006★ 3 cited

Comment on "Support Vector Machines with Applications"

Grace Wahba

Comment on "Support Vector Machines with Applications" [math.ST/0612817]