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 ...

Dynamic enterprise risk management (ERM) entails holistic decision making for critical corporate functions such as capital budgeting and risk management. The interplay across business divisions, ...

An accurate risk model is critical for risk-stratified cancer care and delivery. We developed a survival decision tree (SDT) model as a risk stratification tool to categorize patients into distinct ...

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 ...