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09/07/2023
Learning continuous-valued treatment effects through representation balancing
Estimating the effects of treatments with an associated dose on an insta...
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09/07/2023
A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions
In lending, where prices are specific to both customers and products, ha...
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08/10/2023
TSLiNGAM: DirectLiNGAM under heavy tails
One of the established approaches to causal discovery consists of combin...
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03/10/2023
Generalized Spherical Principal Component Analysis
Outliers contaminating data sets are a challenge to statistical estimato...
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01/03/2023
On the causality-preservation capabilities of generative modelling
Modeling lies at the core of both the financial and the insurance indust...
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12/07/2022
Fraud Analytics: A Decade of Research – Organizing Challenges and Solutions in the Field
The literature on fraud analytics and fraud detection has seen a substan...
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11/30/2022
mCube: Multinomial Micro-level reserving Model
This paper presents a multinomial multi-state micro-level reserving mode...
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06/03/2022
Prescriptive maintenance with causal machine learning
Machine maintenance is a challenging operational problem, where the goal...
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02/09/2022
A new perspective on classification: optimally allocating limited resources to uncertain tasks
A central problem in business concerns the optimal allocation of limited...
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05/21/2021
Computational Efficient Approximations of the Concordance Probability in a Big Data Setting
Performance measurement is an essential task once a statistical model is...
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01/05/2021
Weight-of-evidence 2.0 with shrinkage and spline-binning
In many practical applications, such as fraud detection, credit risk mod...
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12/12/2020
Sparse dimension reduction based on energy and ball statistics
As its name suggests, sufficient dimension reduction (SDR) targets to es...
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05/30/2020
direpack: A Python 3 package for state-of-the-art statistical dimension reduction methods
The direpack package aims to establish a set of modern statistical dimen...
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05/05/2020
Instance-Dependent Cost-Sensitive Learning for Detecting Transfer Fraud
Card transaction fraud is a growing problem affecting card holders world...
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03/22/2020
robROSE: A robust approach for dealing with imbalanced data in fraud detection
A major challenge when trying to detect fraud is that the fraudulent act...
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12/07/2019
Cellwise Robust M Regression
The cellwise robust M regression estimator is introduced as the first es...
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11/14/2019
Concordance probability in a big data setting: application in non-life insurance
The concordance probability or C-index is a popular measure to capture t...
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06/26/2018
Multivariate Constrained Robust M-Regression for Shaping Forward Curves in Electricity Markets
In this paper, a multivariate constrained robust M-regression (MCRM) met...
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12/21/2017