Forward Intensity Model Monitoring Using Multivariate Exponential Weighted Moving Average Scheme. - Linzi Liu; Xin Lai; Yuting Rong; Wei Huang (PACIS, 2019)

Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model. - Linzi Liu; Xin Lai; Xiaofang Cai; Wei (Wayne) Huang; Weimin Miao (J. Oper. Res. Soc., 2024)