7 citations · 12 across the 3 of their papers we have counts for
3 papers
q-fin.GN2020
Supervised Machine Learning Techniques: An Overview with Applications to Banking
Linwei Hu, Jie Chen, Joel Vaughan +4
This article provides an overview of Supervised Machine Learning (SML) with a focus on applications to banking. The SML techniques covered include Bagging (Random Forest or RF), Bo…
stat.ML2020★ 5 cited
Surrogate Locally-Interpretable Models with Supervised Machine Learning Algorithms
Linwei Hu, Jie Chen, Vijayan N. Nair +1
Supervised Machine Learning (SML) algorithms, such as Gradient Boosting, Random Forest, and Neural Networks, have become popular in recent years due to their superior predictive pe…
math.ST2014★ 7 cited
Saturated locally optimal designs under differentiable optimality criteria
Linwei Hu, Min Yang, John Stufken
We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 4…