18 citations · 37 across the 11 of their papers we have counts for
4 papers · 1 filter
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…
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…