92 citations
3 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.CO2017★ 10 cited
Embedding factorizations for 3-uniform hypergraphs
Amin Bahmanian, Chris Rodger
In this paper, two results are obtained on a hypergraph embedding problem. The proof technique is itself of interest, being the first time amalgamations have been used to address t…
math.PR2008★ 92 cited
Correlated continuous time random walks
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolutio…