Search Results - subject:"model interpretability"

Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference

Peng, Mike W.; Stern, Elisheva R.; Hu, Hanwen - In: Economic modelling 144 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015195157

Construction of rating systems using global sensitivity analysis : a numerical investigation

Vallarino, Arianna; Rabitti, Giovanni; Chokami, Amir … - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 25-45

Persistent link: https://www.econbiz.de/10014485608

Analysis of machine learning models for forecasting retail resources

Teslenko, Pavlo; Barskyi, Serhii - In: Technology audit and production reserves 6 (2024) 2/80, pp. 11-15

Persistent link: https://www.econbiz.de/10015543143

Detection of interacting variables for generalized linear models via neural networks

Havrylenko, Yevhen; Heger, Julia - In: European Actuarial Journal 14 (2023) 2, pp. 551-580

The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of variables, depends much on expert judgement of actuaries, and...

Persistent link: https://www.econbiz.de/10015331765

Detection of interacting variables for generalized linear models via neural networks

Havrylenko, Yevhen; Heger, Julia - In: European Actuarial Journal 14 (2023) 2, pp. 551-580

Persistent link: https://www.econbiz.de/10015406304

LocalGLMnet : interpretable deep learning for tabular data

Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 71-95

Persistent link: https://www.econbiz.de/10013491052

Explainable AI in energy forecasting : understanding natural gas consumption through interpretable machine learning models

Eshita, Farhana Sultana; Mowla, Tasnim Jahin; Mahi, Abu … - In: Machine Learning Technologies on Energy Economics and …, (pp. 57-77). 2025

Persistent link: https://www.econbiz.de/10015449763

Fire prediction and risk identification with interpretable machine learning

Dai, Shan; Zhang, Jiayu; Huang, Zhelin; Zeng, Shipei - In: Journal of forecasting 44 (2025) 5, pp. 1699-1715

Persistent link: https://www.econbiz.de/10015464710

An interpretable machine learning workflow with an application to economic forecasting

Buckmann, Marcus; Joseph, Andreas - 2022

Persistent link: https://www.econbiz.de/10013286828

A transparent single financial asset trading framework via reinforcement learning

Choi, Insu; Kim, Woo Chang - In: Selected Papers from the 10th International Conference …, (pp. 72-79). 2024

Persistent link: https://www.econbiz.de/10015063634