Gradient boosting decision tree (GBDT) for firm failure prediction is proposed. Sensitivity analysis and model interpretability of GBDT are analyzed and validated. GDBT, bagging, Adaboost, Random ...

This paper presents a general framework based on copulas for modeling dependent multivariate uncertainties through the use of a decision tree. The proposed dependent decision tree model allows ...

In this paper we introduce a new graph, the sequential decision diagram, to aid in modeling, formulation, and solution of sequential decision problems under uncertainty. While as compact as an ...