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Academic research and the financial industry have recently paid great attention to Machine Learning algorithms due to their power to solve complex learning tasks. In the field of firms default prediction, however, the lack of interpretability has prevented the extensive adoption of the black-box type of models. To overcome this drawback and maintain the high performances of black-boxes, this paper relies on a model-agnostic approach. Accumulated Local Effects and Shapley values are used to shape the predictors impact on the likelihood of default and rank them according to their contribution to the model outcome. Prediction is achieved by two Machine Learning algorithms (eXtreme Gradient Boosting and FeedForward Neural Network) compared with three standard discriminant models. Results show that our analysis of the Italian Small and Medium Enterprises manufacturing industry benefits from the overall highest classification power by the eXtreme Gradient Boosting algorithm without giving up a rich interpretation framework.
The objective of this work is speaker diarisation of speech recordings in the wild. The ability to determine speech segments is a crucial part of diarisation systems, accounting for a large proportion of errors. In this paper, we present a simple but
Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about the choice of the right loss function to be used to train the machine l
In this work, we present a novel audio-visual dataset for active speaker detection in the wild. A speaker is considered active when his or her face is visible and the voice is audible simultaneously. Although active speaker detection is a crucial pre
The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models based on machine learning methods. The double machine learning framewo
DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionalities for valid statistical inference on causal parameters when the estim