Search Results for author:
Found 2 papers, 0 papers with code
Latent-CF: A Simple Baseline for Reverse Counterfactual Explanations
In the environment of fair lending laws and the General Data Protection Regulation (GDPR), the ability to explain a model's prediction is of paramount importance.
Machine Learning for Temporal Data in Finance: Challenges and Opportunities
Temporal data are ubiquitous in the financial services (FS) industry -- traditional data like economic indicators, operational data such as bank account transactions, and modern data sources like website clickstreams -- all of these occur as a time-indexed sequence.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
