3 citations · 3 across the 2 of their papers we have counts for
3 papers
stat.ML2022★ 3 cited
GAM(L)A: An econometric model for interpretable Machine Learning
Emmanuel Flachaire, Gilles Hacheme, Sullivan Hué +1
Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practiti…
econ.EM2019
Pareto models for risk management
Arthur Charpentier, Emmanuel Flachaire
The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or rei…
cs.SI2019
Extended Scale-Free Networks
Arthur Charpentier, Emmanuel Flachaire
Recently, Broido & Clauset (2019) mentioned that (strict) Scale-Free networks were rare, in real life. This might be related to the statement of Stumpf, Wiuf & May (2005), that sub…