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Yujia Chen
MS.
Postdoctoral Research Fellow in Open Finance
,
Business School
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Research output
(1)
Similar Profiles
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Dive into the research topics where Yujia Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
1
Similar Profiles
Survival Model
Mathematics
100%
Covariate
Mathematics
100%
Monte Carlo Simulation
Economics, Econometrics and Finance
100%
Credit Rating
Economics, Econometrics and Finance
100%
Machine Learning
Economics, Econometrics and Finance
100%
Mortgages
Economics, Econometrics and Finance
100%
Black Box
Mathematics
80%
Survival Function
Mathematics
40%
Research output
1
Article
Research output per year
Research output per year
JointLIME: An interpretation method for machine learning survival models with endogenous time-varying covariates in credit scoring
Chen, Y.
,
Calabrese, R.
&
Martin-Barragan, B.
,
20 Nov 2024
, (E-pub ahead of print)
In:
Risk Analysis.
p. 1-22
22 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Covariate
100%
Survival Model
100%
Credit Rating
100%
Mortgages
100%
Machine Learning
100%