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Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif

The prosperity of mobile and financial technologies has bred and expanded various kinds of financial products to a broader scope of people, which contributes to advocating financial inclusion. It has non-trivial social benefits of…

Machine Learning · Computer Science 2021-12-17 Yiheng Sun , Tian Lu , Cong Wang , Yuan Li , Huaiyu Fu , Jingran Dong , Yunjie Xu

This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…

Econometrics · Economics 2019-07-31 Anna Stelzer

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

Statistics Theory · Mathematics 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Machine learning has affected the way in which many phenomena for various domains are modelled, one of these domains being that of structural dynamics. However, because machine-learning algorithms are problem-specific, they often fail to…

Machine Learning · Computer Science 2024-01-08 G. Tsialiamanis , N. Dervilis , D. J. Wagg , K. Worden

Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…

Computational Finance · Quantitative Finance 2022-09-22 Dangxing Chen , Weicheng Ye , Jiahui Ye

Accurately predicting industrial aging processes makes it possible to schedule maintenance events further in advance, ensuring a cost-efficient and reliable operation of the plant. So far, these degradation processes were usually described…

Machine Learning · Computer Science 2020-10-22 Mihail Bogojeski , Simeon Sauer , Franziska Horn , Klaus-Robert Müller

Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…

Machine Learning · Statistics 2019-10-01 Vitor Cerqueira , Luis Torgo , Carlos Soares

This paper investigates whether structural econometric models can rival machine learning in forecasting energy--macro dynamics while retaining causal interpretability. Using monthly data from 1999 to 2025, we develop a unified framework…

Computational Finance · Quantitative Finance 2026-01-28 Fredy Pokou , Jules Sadefo Kamdem , Kpante Emmanuel Gnandi

Robots and other intelligent systems navigating in complex dynamic environments should predict future actions and intentions of surrounding agents to reach their goals efficiently and avoid collisions. The dynamics of those agents strongly…

Tornado prediction methods and main mechanisms of tornado genesis were analyzed. A model, based on the superposition principle, has been built. For efficiency evaluation, the constructed model has been tested on real-life data obtained from…

Atmospheric and Oceanic Physics · Physics 2018-06-18 F. Aleskerov , N. Baiborodov , S. Demin , S. Shvydun , T. Trafalis , M. Richman , V. Yakuba

Predicting student performance under varying data distributions is a challenging task. This study proposes a method to improve prediction accuracy by employing transfer learning techniques on the dataset with varying distributions. Using…

Computers and Society · Computer Science 2024-07-19 Yan Zhao

Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…

Methodology · Statistics 2017-06-29 Christina Heinze-Deml , Marloes H. Maathuis , Nicolai Meinshausen

Modern software systems are built to be used in dynamic environments using configuration capabilities to adapt to changes and external uncertainties. In a self-adaptation context, we are often interested in reasoning about the performance…

Software Engineering · Computer Science 2017-04-24 Pooyan Jamshidi , Miguel Velez , Christian Kästner , Norbert Siegmund , Prasad Kawthekar

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Poverty prediction models are used to address missing data issues in a variety of contexts such as poverty profiling, targeting with proxy-means tests, cross-survey imputations such as poverty mapping, top and bottom incomes studies, or…

General Economics · Economics 2025-05-12 Paolo Verme

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum