Despite growing interest in the use of complex models, such as machine learning (ML) models, for credit underwriting, ML models are difficult to interpret, and it is possible for them to learn ...

Pantelis Samartsidis, Claudia R. Eickhoff, Simon B. Eickhoff, Tor D. Wager, Lisa Feldman Barrett, Shir Atzil, Timothy D. Johnson, Thomas E. Nichols Journal of the ...

In this talk I will present a theoretical framework that links a set of widely used methods from signal processing to statistical inference procedures. This result will then be used as a conceptual ...

When applying machine learning to trading strategy, two inevitable practical issues are achieving interpretable results and securing robustness to market changes. To overcome these challenges, ...

We propose an affine extension of the linear Gaussian term structure model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrixes.

Data clustering is the process of grouping data items so that similar items are placed in the same cluster. There are several different clustering techniques, and each technique has many variations.