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Related papers: Predicting Exporters with Machine Learning

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We aim to predict whether an employee of a company will leave or not, using the k-Nearest Neighbors algorithm. We use evaluation of employee performance, average monthly hours at work and number of years spent in the company, among others,…

Machine Learning · Statistics 2018-06-28 Rahul Yedida , Rahul Reddy , Rakshit Vahi , Rahul Jana , Abhilash GV , Deepti Kulkarni

We introduce Bayesian additive regression trees (BART) for log-linear models including multinomial logistic regression and count regression with zero-inflation and overdispersion. BART has been applied to nonparametric mean regression and…

Methodology · Statistics 2019-08-28 Jared S. Murray

Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection…

Machine Learning · Computer Science 2024-09-10 Prabhant Singh , Joaquin Vanschoren

Models often need to be constrained to a certain size for them to be considered interpretable. For example, a decision tree of depth 5 is much easier to understand than one of depth 50. Limiting model size, however, often reduces accuracy.…

Machine Learning · Computer Science 2020-07-02 Abhishek Ghose , Balaraman Ravindran

In this study, we leverage powerful non-linear machine learning methods to identify the characteristics of trades that contain valuable information. First, we demonstrate the effectiveness of our optimized neural network predictor in…

Trading and Market Microstructure · Quantitative Finance 2024-09-10 Tejas Ramdas , Martin T. Wells

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Typical of BART models, our…

Methodology · Statistics 2022-02-02 Yinpu Li , Antonio R. Linero , Jared S. Murray

The distributions of trade values and relationships among countries and product categories reflect how countries select their trade partners and design export portfolios. Here we consider the exporter-importer network and the…

Physics and Society · Physics 2021-04-05 Sung-Gook Choi , Deok-Sun Lee

Bayesian additive regression trees (BART) is a non-parametric method to approximate functions. It is a black-box method based on the sum of many trees where priors are used to regularize inference, mainly by restricting trees' learning…

Computation · Statistics 2023-08-16 Miriana Quiroga , Pablo G Garay , Juan M. Alonso , Juan Martin Loyola , Osvaldo A Martin

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

In the survey we consider the case studies on sales time series forecasting, the deep learning approach for forecasting non-stationary time series using time trend correction, dynamic price and supply optimization using Q-learning, Bitcoin…

Machine Learning · Computer Science 2022-06-03 Bohdan M. Pavlyshenko

We develop pre-trained estimators for structural econometric models. The estimator uses a neural net to recognize the structural model's parameter from data patterns. Once trained, the estimator can be shared and applied to different…

Econometrics · Economics 2025-12-01 Yanhao 'Max' Wei , Zhenling Jiang

While reliable data-driven decision-making hinges on high-quality labeled data, the acquisition of quality labels often involves laborious human annotations or slow and expensive scientific measurements. Machine learning is becoming an…

Machine Learning · Statistics 2024-03-01 Tijana Zrnic , Emmanuel J. Candès

The overall equipment effectiveness (OEE) is a performance measurement metric widely used. Its calculation provides to the managers the possibility to identify the main losses that reduce the machine effectiveness and then take the…

Machine Learning · Computer Science 2019-02-05 Ibtissam El Hassani , Choumicha El Mazgualdi , Tawfik Masrour

Neural Machine Translation has achieved state-of-the-art performance for several language pairs using a combination of parallel and synthetic data. Synthetic data is often generated by back-translating sentences randomly sampled from…

Computation and Language · Computer Science 2018-09-24 Marzieh Fadaee , Christof Monz

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…

Methodology · Statistics 2021-04-13 Yutao Liu , Andrew Gelman , Qixuan Chen

Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

Portfolio Management · Quantitative Finance 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan

Masked autoencoders (MAEs) have recently demonstrated effectiveness in tabular data imputation. However, due to the inherent heterogeneity of tabular data, the uniform random masking strategy commonly used in MAEs can disrupt the…

Machine Learning · Computer Science 2024-12-30 Jungkyu Kim , Kibok Lee , Taeyoung Park

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni