Related papers: Deep Learning vs. Gradient Boosting: Benchmarking …
Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…
This article provides an overview of Supervised Machine Learning (SML) with a focus on applications to banking. The SML techniques covered include Bagging (Random Forest or RF), Boosting (Gradient Boosting Machine or GBM) and Neural…
Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan…
Artificial intelligence has made remarkable progress in handling complex tasks, thanks to advances in hardware acceleration and machine learning algorithms. However, to acquire more accurate outcomes and solve more complex issues,…
This study compares various superlearner and deep learning architectures (machine-learning-based and neural-network-based) for classification problems across several simulated and industrial datasets to assess performance and computational…
Gradient Boosted Decision Trees (GBDT) is a very successful ensemble learning algorithm widely used across a variety of applications. Recently, several variants of GBDT training algorithms and implementations have been designed and heavily…
The rapid evolution of artificial intelligence (AI), especially in the domain of Large Language Models (LLMs) and generative AI, has opened new avenues for application across various fields, yet its role in business education remains…
Graph-based methods are becoming increasingly popular in machine learning due to their ability to model complex data and relations. Insurance fraud is a prime use case, since fraudulent claims are often the result of organised criminals…
Online leading has disrupted the traditional consumer banking sector with more effective loan processing. Risk prediction and monitoring is critical for the success of the business model. Traditional credit score models fall short in…
We extend the theory of boosting for regression problems to the online learning setting. Generalizing from the batch setting for boosting, the notion of a weak learning algorithm is modeled as an online learning algorithm with linear loss…
Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…
In the pharmaceutical industry, where it is common to generate many QSAR models with large numbers of molecules and descriptors, the best QSAR methods are those that can generate the most accurate predictions but that are also insensitive…
Deep learning (DL) has been widely adopted those last years but they are computing-intensive method. Therefore, scientists proposed diverse optimization to accelerate their predictions for end-user applications. However, no single inference…
On tabular data, a significant body of literature has shown that current deep learning (DL) models perform at best similarly to Gradient Boosted Decision Trees (GBDTs), while significantly underperforming them on outlier data. However,…
Practitioners who wish to build real-world applications that rely on ranking models, need to decide which modelling paradigm to follow. This is not an easy choice to make, as the research literature on this topic has been shifting in recent…
Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…
For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…
Gradient boosting of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…
Machine learning algorithms are growing increasingly popular in particle physics analyses, where they are used for their ability to solve difficult classification and regression problems. While the tools are very powerful, they may often be…
This paper presents the development of machine learning (ML) models to predict hypoxemia severity during emergency triage, especially in Chemical, Biological, Radiological, Nuclear, and Explosive (CBRNE) events, using physiological data…