no code implementations • 7 Nov 2023 • Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event.
1 code implementation • 19 May 2023 • Victor Medina-Olivares, Stefan Lessmann, Nadja Klein
We propose a novel method for predicting time-to-event in the presence of cure fractions based on flexible survivals models integrated into a deep neural network framework.