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We propose methods to improve the forecasts from generalized autoregressive score (GAS) models (Creal et. al, 2013; Harvey, 2013) by localizing their parameters using decision trees and random forests. These methods avoid the curse of…

Econometrics · Economics 2023-05-31 Andrew J. Patton , Yasin Simsek

Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…

Machine Learning · Statistics 2024-08-06 Mingshu Li , Bhaskarjit Sarmah , Dhruv Desai , Joshua Rosaler , Snigdha Bhagat , Philip Sommer , Dhagash Mehta

We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…

Machine Learning · Computer Science 2024-04-05 Christoph Reinders , Bodo Rosenhahn

This paper describes the methodology used by the team RedSea in the data competition organized for EVA 2021 conference. We develop a novel two-part model to jointly describe the wildfire count data and burnt area data provided by the…

Applications · Statistics 2022-02-15 Zhongwei Zhang , Elias Krainski , Peng Zhong , Håvard Rue , Raphaël Huser

Road accidents significantly threaten public safety and require in-depth analysis for effective prevention and mitigation strategies. This paper focuses on predicting accidents through the examination of a comprehensive traffic dataset…

Computers and Society · Computer Science 2025-05-13 Dominic Parosh Yamarthi , Haripriya Raman , Shamsad Parvin

In this paper, we address the problem of probabilistic forecasting using an adaptive volatility method rooted in classical time-varying volatility models and leveraging online stochastic optimization algorithms. These principles were…

Portfolio Management · Quantitative Finance 2024-06-04 Joseph de Vilmarest , Nicklas Werge

We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…

General Economics · Economics 2026-04-15 Avner Seror

Machine learning has become a common approach to predicting the outcomes of soccer matches, and the body of literature in this domain has grown substantially in the past decade and a half. This chapter discusses available datasets, the…

Machine Learning · Computer Science 2024-03-13 Rory Bunker , Calvin Yeung , Keisuke Fujii

Random Forest is an ensemble of decision trees based on the bagging and random subspace concepts. As suggested by Breiman, the strength of unstable learners and the diversity among them are the ensemble models' core strength. In this paper,…

Machine Learning · Computer Science 2022-08-11 M. A. Ganaie , M. Tanveer , P. N. Suganthan , V. Snasel

Multi-target regression is useful in a plethora of applications. Although random forest models perform well in these tasks, they are often difficult to interpret. Interpretability is crucial in machine learning, especially when it can…

Machine Learning · Computer Science 2023-03-30 Avraam Bardos , Nikolaos Mylonas , Ioannis Mollas , Grigorios Tsoumakas

Social hierarchy in animal groups carries a crucial adaptive function by reducing conflict and injury while protecting valuable group resources. Social hierarchy is dynamic and can be altered by social conflict, agonistic interactions, and…

Neurons and Cognition · Quantitative Biology 2023-04-27 Sergey Shuvaev , Evgeny Amelchenko , Dmitry Smagin , Natalia Kudryavtseva , Grigori Enikolopov , Alexei Koulakov

Quality diversity (QD) is a branch of evolutionary computation that seeks high-quality and behaviorally diverse solutions to a problem. While adversarial problems are common, classical QD cannot be easily applied to them, as both the…

Neural and Evolutionary Computing · Computer Science 2026-05-18 Timothée Anne , Noah Syrkis , Meriem Elhosni , Florian Turati , Alexandre Manai , Franck Legendre , Alain Jaquier , Sebastian Risi

This study develops an interpretable machine learning framework to forecast startup outcomes, including funding, patenting, and exit. A firm-quarter panel for 2010-2023 is constructed from Crunchbase and matched to U.S. Patent and Trademark…

Machine Learning · Computer Science 2025-10-13 Saeid Mashhadi , Amirhossein Saghezchi , Vesal Ghassemzadeh Kashani

The partial monitoring (PM) framework provides a theoretical formulation of sequential learning problems with incomplete feedback. On each round, a learning agent plays an action while the environment simultaneously chooses an outcome. The…

Machine Learning · Computer Science 2024-05-17 Maxime Heuillet , Ola Ahmad , Audrey Durand

We present an effective way to predict search query-item relationship. We combine pre-trained transformer and LSTM models, and increase model robustness using adversarial training, exponential moving average, multi-sampled dropout, and…

Information Retrieval · Computer Science 2022-08-24 Min Seok Kim

Heart disease is a serious global health issue that claims millions of lives every year. Early detection and precise prediction are critical to the prevention and successful treatment of heart related issues. A lot of research utilizes…

Machine Learning · Computer Science 2024-07-30 Rahul Karmakar , Udita Ghosh , Arpita Pal , Sattwiki Dey , Debraj Malik , Priyabrata Sain

This article presents a model for traffic incident prediction. Specifically, we address the fundamental problem of data scarcity in road traffic accident prediction by training our model on emergency braking events instead of accidents.…

Machine Learning · Computer Science 2021-06-01 Alexander Reichenbach , J. -Emeterio Navarro-B

Wildfires present intricate challenges for prediction, necessitating the use of sophisticated machine learning techniques for effective modeling\cite{jain2020review}. In our research, we conducted a thorough assessment of various machine…

Machine Learning · Computer Science 2024-04-03 Di Fan , Ayan Biswas , James Paul Ahrens

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

We study the effects of randomness on competitions based on an elementary random process in which there is a finite probability that a weaker team upsets a stronger team. We apply this model to sports leagues and sports tournaments, and…

Physics and Society · Physics 2013-04-02 E. Ben-Naim , N. W. Hengartner , S. Redner , F. Vazquez