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Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models

Author/Editor: Jorge A Chan-Lau, Ruofei Hu, Maksym Ivanyna, Ritong Qu, Cheng Zhong.

Release Date:February, 2023

Machine learning models are becoming increasingly important in the prediction of economic crises. The models, however, use datasets comprising a large number of predictors (features) which impairs more...



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