Introduction of Kalman filter including the background, calculation...
The Shapley Decomposition is a model-agnostic tool which is able give...
Financial risk measure FRM (Financial Risk Meter) is proposed for Emer...
Introduction to Boosting Algorithms
Introduction of Kalman filter including the background, calculation methodology and application.
The Shapley Decomposition is a model-agnostic tool which is able give a variable importance measure on a local level.
Financial risk measure FRM (Financial Risk Meter) is proposed for Emerging markets (FRM@EM).