3 citations · 9 across the 20 of their papers we have counts for
25 papers
Performance of diverse evaluation metrics in NLP-based assessment and text generation of consumer complaints
Peiheng Gao, Chen Yang, Ning Sun +1
Machine learning (ML) has significantly advanced text classification by enabling automated understanding and categorization of complex, unstructured textual data. However, accurate…
Measuring income inequality via percentile relativities
Vytaras Brazauskas, Francesca Greselin, Ricardas Zitikis
"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best me…
NLP-based detection of systematic anomalies among the narratives of consumer complaints
Peiheng Gao, Ning Sun, Xuefeng Wang +2
We develop an NLP-based procedure for detecting systematic nonmeritorious consumer complaints, simply called systematic anomalies, among complaint narratives. While classification…
Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
Daoping Yu, Vytaras Brazauskas, Ricardas Zitikis
To accommodate numerous practical scenarios, in this paper we extend statistical inference for smoothed quantile estimators from finite domains to infinite domains. We accomplish t…
A text analysis for Operational Risk loss descriptions
Davide Di Vincenzo, Francesca Greselin, Fabio Piacenza +1
Financial institutions manage operational risk (OpRisk) by carrying out activities required by regulation, such as collecting loss data, calculating capital requirements, and repor…
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Yunran Wei, Ricardas Zitikis
This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, w…