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Jie Chen

Wells Fargo

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,905

TOTAL CITATIONS

32

Scholarly Papers (5)

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1.

Explaining Adverse Actions in Credit Decisions Using Shapley Decomposition

Number of pages: 20 Posted: 03 May 2022
Vijay Nair, Tianshu Feng, Linwei Hu, Zach, Jie Chen and Agus Sudjianto
Corporate Model Risk, Wells Fargo, - Corporate Model Risk Management, affiliation not provided to SSRN, - Corporate Model Risk Management, Wells Fargo and Corporate Model Risk, Wells Fargo Bank
Downloads 811 (75,476)

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Baseline Shapley, explainability, machine learning, model-agnostic interpretation

2.

Time Series Simulation by Conditional Generative Adversarial Net

Number of pages: 33 Posted: 17 May 2019
Rao Fu, Jie Chen, Shutian Zeng, yiping zhuang and Agus Sudjianto
Wells Fargo, Wells Fargo, Wells Fargo, Wells Fargo Bank and Corporate Model Risk, Wells Fargo Bank
Downloads 429 (169,823)
Citation 23

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Conditional Generative Adversarial Net, Neural Network, Time Series, Market and Credit Risk Management

3.

Adaptive Explainable Neural Networks (Axnns)

Number of pages: 22 Posted: 06 May 2020
Jie Chen, Joel Vaughan, Vijay Nair and Agus Sudjianto
Wells Fargo, Wells Fargo, Corporate Model Risk, Wells Fargo and Corporate Model Risk, Wells Fargo Bank
Downloads 404 (181,553)
Citation 9

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Additive Index Models, Boosting, Generalized Additive Models, Interpret-able Machine Learning, Main Effects and Interactions, Stacking

4.

Interpretable Feature Engineering for Time Series Predictors using Attention Networks

Number of pages: 19 Posted: 01 Jun 2022
Tianjie Wang, Jie Chen, Joel Vaughan and Vijay Nair
- Corporate Model Risk Management, Wells Fargo, Wells Fargo and Corporate Model Risk, Wells Fargo
Downloads 149 (502,974)

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Attention heads, Deep neural networks, Interpretable feature engineering

5.

Performance and Interpretability Comparisons of Supervised Machine Learning Algorithms: An Empirical Study

Number of pages: 60 Posted: 29 Apr 2022 Last Revised: 05 May 2022
Alice Liu, Arpita Mukherjee, Linwei Hu, Jie Chen and Vijay Nair
2nd Order Solutions, affiliation not provided to SSRN, affiliation not provided to SSRN, Wells Fargo and Corporate Model Risk, Wells Fargo
Downloads 112 (635,507)

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supervised machine learning algorithms, random forest, gradient boosting machines, xgboost, feedforward neural network, interpretability, model performance