1 citations · 1 across the 4 of their papers we have counts for
4 papers
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…
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…
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…
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…