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Gradient boosting for decision tree algorithms are increasingly used in actuarial applications as they show superior predictive performance over traditional generalised linear models. Many enhancements to the first gradient boosting machine…

Machine Learning · Statistics 2025-08-05 Dominik Chevalier , Marie-Pier Côté

This study examines the effect that different feature selection methods have on models created with XGBoost, a popular machine learning algorithm with superb regularization methods. It shows that three different ways for reducing the…

Machine Learning · Computer Science 2024-11-12 Jorge Neyra , Vishal B. Siramshetty , Huthaifa I. Ashqar

Accurate and reliable air quality forecasting is essential for protecting public health, sustainable development, pollution control, and enhanced urban planning. This letter presents a novel WaveCatBoost architecture designed to forecast…

Machine Learning · Computer Science 2025-02-18 Jintu Borah , Tanujit Chakraborty , Md. Shahrul Md. Nadzir , Mylene G. Cayetano , Shubhankar Majumdar

In biostatistics, propensity score is a common approach to analyze the imbalance of covariate and process confounding covariates to eliminate differences between groups. While there are an abundant amount of methods to compute propensity…

Methodology · Statistics 2018-01-11 Chen Wang , Suzhen Wang , Fuyan Shi , Zaixiang Wang

We present Luce, the first life-long predictive model for automated property valuation. Luce addresses two critical issues of property valuation: the lack of recent sold prices and the sparsity of house data. It is designed to operate on a…

Machine Learning · Computer Science 2020-08-14 Hao Peng , Jianxin Li , Zheng Wang , Renyu Yang , Mingzhe Liu , Mingming Zhang , Philip S. Yu , Lifang He

XGBoost, a scalable tree boosting algorithm, has proven effective for many prediction tasks of practical interest, especially using tabular datasets. Hyperparameter tuning can further improve the predictive performance, but unlike neural…

Machine Learning · Computer Science 2021-11-16 Sanyam Kapoor , Valerio Perrone

Researchers regard crime as a social phenomenon that is influenced by several physical, social, and economic factors. Different types of crimes are said to have different motivations. Theft, for instance, is a crime that is based on…

Machine Learning · Computer Science 2023-04-27 Deborah Djon , Jitesh Jhawar , Kieron Drumm , Vincent Tran

Given an increasingly volatile climate, the relationship between weather and transit ridership has drawn increasing interest. However, challenges stemming from spatio-temporal dependency and non-stationarity have not been fully addressed in…

Applications · Statistics 2022-04-22 Francisco Rowe , Michael Mahony , Sui Tao

Accurate house prediction is of great significance to various real estate stakeholders such as house owners, buyers, investors, and agents. We propose a location-centered prediction framework that differs from existing work in terms of data…

Machine Learning · Computer Science 2023-04-06 Guangliang Gao , Zhifeng Bao , Jie Cao , A. K. Qin , Timos Sellis , Zhiang Wu

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Computational Finance · Quantitative Finance 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

Understanding how housing values evolve over time is important to policy makers, consumers and real estate professionals. Existing methods for constructing housing indices are computed at a coarse spatial granularity, such as metropolitan…

Applications · Statistics 2015-05-07 You Ren , Emily B. Fox , Andrew Bruce

In coming years residential consumers will face real-time electricity tariffs with energy prices varying day to day, and effective energy saving will require automation - a recommender system, which learns consumer's preferences from her…

Machine Learning · Computer Science 2017-02-01 Mikhail V. Goubko , Sergey O. Kuznetsov , Alexey A. Neznanov , Dmitry I. Ignatov

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

General Finance · Quantitative Finance 2025-03-26 Martina Halousková , Štefan Lyócsa

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel

This study contributes a house price prediction model selection in Tehran City based on the area between Lorenz curve (LC) and concentration curve (CC) of the predicted price by using 206,556 observed transaction data over the period from…

Econometrics · Economics 2021-12-14 Mohammad Mirbagherijam

Cardiovascular disease remains a leading cause of mortality in the contemporary world. Its association with smoking, elevated blood pressure, and cholesterol levels underscores the significance of these risk factors. This study addresses…

Machine Learning · Computer Science 2023-11-02 Jonayet Miah , Duc M Ca , Md Abu Sayed , Ehsanur Rashid Lipu , Fuad Mahmud , S M Yasir Arafat

Heart disease remains a leading cause of mortality and morbidity worldwide, necessitating the development of accurate and reliable predictive models to facilitate early detection and intervention. While state of the art work has focused on…

Machine Learning · Computer Science 2025-05-23 Mahade Hasan , Farhana Yasmin , Xue Yu

Human lives are increasingly influenced by algorithms, which therefore need to meet higher standards not only in accuracy but also with respect to explainability. This is especially true for high-stakes areas such as real estate valuation.…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Sebastian Angrick , Ben Bals , Niko Hastrich , Maximilian Kleissl , Jonas Schmidt , Vanja Doskoč , Maximilian Katzmann , Louise Molitor , Tobias Friedrich

Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We propose a simple change: sort assets using…

Portfolio Management · Quantitative Finance 2026-01-05 Yan Liu , Ye Luo , Zigan Wang , Xiaowei Zhang

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…

Econometrics · Economics 2019-10-09 Feras Batarseh , Munisamy Gopinath , Ganesh Nalluru , Jayson Beckman
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