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Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models 使用高斯混合模型评估风险价值 (VaR)
Research in Statistics Pub Date : 2024-06-05 DOI: 10.1080/27684520.2024.2346075
Indrė Morkūnaitė, Dmitrij Celov, R. Leipus
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引用次数: 0
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 使用极梯度提升算法和 SHAP 方法建立银行客户收入的可解释预测模型:对智利一家匿名银行的案例研究
Research in Statistics Pub Date : 2024-02-05 DOI: 10.1080/27684520.2024.2312290
Patricio Salas, Patricio Sáez
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引用次数: 0
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 使用极梯度提升算法和 SHAP 方法建立银行客户收入的可解释预测模型:对智利一家匿名银行的案例研究
Research in Statistics Pub Date : 2024-02-05 DOI: 10.1080/27684520.2024.2312290
Patricio Salas, Patricio Sáez
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引用次数: 0
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