Can causal machine learning reveal individual bid responses of bank customers?—A study on mortgage loan applications in Belgium

C Bockel-Rickermann, S Verboven, T Verdonck… - Decision Support …, 2024 - Elsevier
Personal loan pricing requires accurate estimates of individual customer behavior, such as
the willingness to take out a loan at a given price, the “bid response”. This is challenging due …

A Tutorial on Doubly Robust Learning for Causal Inference

HD Hlynsson - arXiv preprint arXiv:2406.00853, 2024 - arxiv.org
Doubly robust learning offers a robust framework for causal inference from observational
data by integrating propensity score and outcome modeling. Despite its theoretical appeal …

Uplift modeling with continuous treatments: A predict-then-optimize approach

S De Vos, C Bockel-Rickermann, S Lessmann… - arXiv preprint arXiv …, 2024 - arxiv.org
The goal of uplift modeling is to recommend actions that optimize specific outcomes by
determining which entities should receive treatment. One common approach involves two …