3 citations · 6 across the 15 of their papers we have counts for
5 papers · 1 filter
Can an unsupervised clustering algorithm reproduce a categorization system?
Nathalia Castellanos, Dhruv Desai, Sebastian Frank +2
Peer analysis is a critical component of investment management, often relying on expert-provided categorization systems. These systems' consistency is questioned when they do not a…
Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
Gregory Yampolsky, Dhruv Desai, Mingshu Li +2
The explainability of black-box machine learning algorithms, commonly known as Explainable Artificial Intelligence (XAI), has become crucial for financial and other regulated indus…
Quantile Regression using Random Forest Proximities
Mingshu Li, Bhaskarjit Sarmah, Dhruv Desai +4
Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determini…
Machine Learning-based Relative Valuation of Municipal Bonds
Preetha Saha, Jingrao Lyu, Dhruv Desai +4
The trading ecosystem of the Municipal (muni) bond is complex and unique. With nearly 2\% of securities from over a million securities outstanding trading daily, determining the va…
Open Set Recognition for Random Forest
Guanchao Feng, Dhruv Desai, Stefano Pasquali +1
In many real-world classification or recognition tasks, it is often difficult to collect training examples that exhaust all possible classes due to, for example, incomplete knowled…