Interpretable machine learning–a brief history, state-of-the-art and challenges

C Molnar, G Casalicchio, B Bischl - Joint European conference on …, 2020 - Springer
We present a brief history of the field of interpretable machine learning (IML), give an
overview of state-of-the-art interpretation methods and discuss challenges. Research in IML …

General pitfalls of model-agnostic interpretation methods for machine learning models

C Molnar, G König, J Herbinger, T Freiesleben… - … Workshop on Extending …, 2020 - Springer
An increasing number of model-agnostic interpretation techniques for machine learning
(ML) models such as partial dependence plots (PDP), permutation feature importance (PFI) …

The cryptocurrency market in transition before and after COVID-19: An opportunity for investors?

APN Nguyen, TT Mai, M Bezbradica, M Crane - Entropy, 2022 - mdpi.com
We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

[HTML][HTML] Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods

APN Nguyen, TT Mai, M Bezbradica… - Physica A: Statistical …, 2023 - Elsevier
We employ graph-based methods to examine the connectedness between cryptocurrencies
of different market caps over time. By applying denoising and detrending techniques …

A fair pricing model via adversarial learning

V Grari, A Charpentier, M Detyniecki - arXiv preprint arXiv:2202.12008, 2022 - arxiv.org
At the core of insurance business lies classification between risky and non-risky insureds,
actuarial fairness meaning that risky insureds should contribute more and pay a higher …

[图书][B] The energy of data and distance correlation

GJ Székely, ML Rizzo - 2023 - taylorfrancis.com
Energy distance is a statistical distance between the distributions of random vectors, which
characterizes equality of distributions. The name energy derives from Newton's gravitational …

Availability, outage, and capacity of spatially correlated, Australasian free-space optical networks

M Birch, JR Beattie, F Bennet, N Rattenbury… - Journal of Optical …, 2023 - opg.optica.org
Network capacity and reliability for free space optical communication (FSOC) is strongly
driven by ground station availability, which is dominated by local cloud cover causing an …

Estimation of time series models using residuals dependence measures

C Velasco - The Annals of Statistics, 2022 - projecteuclid.org
Estimation of time series models using residuals dependence measures Page 1 The Annals of
Statistics 2022, Vol. 50, No. 5, 3039–3063 https://doi.org/10.1214/22-AOS2220 © Institute of …

Interval estimation of the dependence parameter in bivariate Clayton copulas

U Kummaraka, P Srisuradetchai - Emerging Science Journal, 2023 - ijournalse.org
In various disciplines, discerning dependencies between variables remains a crucial
undertaking. While correlation measures like Pearson, Spearman, and Kendall provide …

Pseudolaminar chaos from on-off intermittency

D Müller-Bender, RN Valani, G Radons - Physical Review E, 2023 - APS
In finite-dimensional, chaotic, Lorenz-like wave-particle dynamical systems one can find
diffusive trajectories, which share their appearance with that of laminar chaotic diffusion …