5 citations · 13 across the 6 of their papers we have counts for
3 papers · 1 filter
On the Convergence of Credit Risk in Current Consumer Automobile Loans
Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages. Consumer automobile loans, which are collateralized loans on a rapidly deprec…
Applications of Machine Learning in Pharmacogenomics: Clustering Plasma Concentration-Time Curves
Jackson P. Lautier, Stella Grosser, Jessica Kim +2
Pharmaceutical researchers are continually searching for techniques to improve both drug development processes and patient outcomes. An area of recent interest is the potential for…
Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach
Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backe…