activity
20172024
most citedA Heterogeneous FMM for 2-D Layered Media Helmholtz Equation I: Two & Three Layers Cases

18 citations · 37 across the 11 of their papers we have counts for

collaborators

11 papers

q-fin.CP2024

Why Groups Matter: Necessity of Group Structures in Attributions

Dangxing Chen, Jingfeng Chen, Weicheng Ye

Explainable machine learning methods have been accompanied by substantial development. Despite their success, the existing approaches focus more on the general framework with no pr…

cs.LG2023

Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models

Dangxing Chen

In recent years, explainable machine learning methods have been very successful. Despite their success, most explainable machine learning methods are applied to black-box models wi…

cs.LG2023

How to address monotonicity for model risk management?

Dangxing Chen, Weicheng Ye

In this paper, we study the problem of establishing the accountability and fairness of transparent machine learning models through monotonicity. Although there have been numerous s…

cs.LG2023★ 6 cited

Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance

Dangxing Chen, Luyao Zhang

Algorithm fairness in the application of artificial intelligence (AI) is essential for a better society. As the foundational axiom of social mechanisms, fairness consists of multip…

q-fin.CP2022★ 1 cited

Interpretable Selective Learning in Credit Risk

Dangxing Chen, Weicheng Ye, Jiahui Ye

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due…

cs.LG2022

Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring

Dangxing Chen, Weicheng Ye

The forecasting of credit default risk has been an active research field for several decades. Historically, logistic regression has been used as a major tool due to its compliance…

q-fin.CP2022

Two-stage Modeling for Prediction with Confidence

Dangxing Chen

The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of…

cs.LG2022★ 3 cited

Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance

Dangxing Chen, Weicheng Ye

While machine learning methods have significantly improved model performance over traditional methods, their black-box structure makes it difficult for researchers to interpret res…

q-fin.MF2019

Does the leverage effect affect the return distribution?

Dangxing Chen

The leverage effect refers to the generally negative correlation between the return of an asset and the changes in its volatility. There is broad agreement in the literature that t…

cs.DC2018★ 9 cited

A Note on QR-Based Model Reduction: Algorithm, Software, and Gravitational Wave Applications

Harbir Antil, Dangxing Chen, Scott E. Field

While the proper orthogonal decomposition (POD) is optimal under certain norms it's also expensive to compute. For large matrix sizes, it is well known that the QR decomposition pr…

math.NA2017★ 18 cited

A Heterogeneous FMM for 2-D Layered Media Helmholtz Equation I: Two & Three Layers Cases

Min Hyung Cho, Jingfang Huang, Dangxing Chen +1

In this paper, we will introduce a new heterogeneous fast multipole method (H-FMM) for 2-D Helmholtz equation in layered media. To illustrate the main algorithm ideas, we focus on…