{"title":"Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models","authors":"Indrė Morkūnaitė, Dmitrij Celov, R. Leipus","doi":"10.1080/27684520.2024.2346075","DOIUrl":"https://doi.org/10.1080/27684520.2024.2346075","url":null,"abstract":"","PeriodicalId":498437,"journal":{"name":"Research in Statistics","volume":"59 31","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141383658","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An interpretable predictive model for bank customers’ income using the eXtreme Gradient Boosting algorithm and the SHAP method: a case study of an Anonymous Chilean Bank","authors":"Patricio Salas, Patricio Sáez","doi":"10.1080/27684520.2024.2312290","DOIUrl":"https://doi.org/10.1080/27684520.2024.2312290","url":null,"abstract":"","PeriodicalId":498437,"journal":{"name":"Research in Statistics","volume":"21 19","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139805377","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An interpretable predictive model for bank customers’ income using the eXtreme Gradient Boosting algorithm and the SHAP method: a case study of an Anonymous Chilean Bank","authors":"Patricio Salas, Patricio Sáez","doi":"10.1080/27684520.2024.2312290","DOIUrl":"https://doi.org/10.1080/27684520.2024.2312290","url":null,"abstract":"","PeriodicalId":498437,"journal":{"name":"Research in Statistics","volume":"21 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139865448","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}