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12/24/2022
Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning
To improve uncertainty quantification of variance networks, we propose a...
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03/22/2021
Higher-Order Orthogonal Causal Learning for Treatment Effect
Most existing studies on the double/debiased machine learning method con...
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12/17/2020
The Causal Learning of Retail Delinquency
This paper focuses on the expected difference in borrower's repayment wh...
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11/26/2020
Generative Learning of Heterogeneous Tail Dependence
We propose a multivariate generative model to capture the complex depend...
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10/16/2020