Daniyal Shahzad

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icon company University of Toronto icon location Toronto icon location Researcher at the University of Toronto specializing in explainable AI, LLMs for predictive modelling, and algorithmic trading.

Results 2 issues of Daniyal Shahzad

How to compare parametric and Cox PH models predictions without Brier score?

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Trying to compare AFT and Cox PH predictions. Concordance only gives out how good the model is ranking the predictions. Cox PH has a partial likelihood which cant be compared...

AFT model extrapolation.

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Given that I have a parametric model, with a defined distribution (lognormal). How can I extrapolate the survival curves so that I can predict lifetimes without getting an inf?