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Calibrating agent-based models (ABMs) in economics and finance typically involves a derivative-free search in a very large parameter space. In this work, we benchmark a number of search methods in the calibration of a well-known…

Machine Learning · Computer Science 2023-12-08 Aldo Glielmo , Marco Favorito , Debmallya Chanda , Domenico Delli Gatti

We discuss a boosting approach for the Ridge Regression (RR) method, with applications to the Extreme Learning Machine (ELM), and we show that the proposed method significantly improves the classification performance and robustness of ELMs.

Machine Learning · Computer Science 2023-10-26 M. Andrecut

In this paper, company investment value evaluation models are established based on comprehensive company information. After data mining and extracting a set of 436 feature parameters, an optimal subset of features is obtained by dimension…

Statistical Finance · Quantitative Finance 2020-10-06 Junfeng Hu , Xiaosa Li , Yuru Xu , Shaowu Wu , Bin Zheng

Random Forests and Gradient Boosting are among the most effective algorithms for supervised learning on tabular data. Both belong to the class of tree-based ensemble methods, where predictions are obtained by aggregating many randomized…

Machine Learning · Statistics 2025-12-02 Mehdi Dagdoug , Clement Dombry , Jean-Jil Duchamps

Prediction of network traffic behavior is significant for the effective management of modern telecommunication networks. However, the intuitive approach of predicting network traffic using administrative experience and market analysis data…

Machine Learning · Computer Science 2022-05-04 Sajal Saha , Anwar Haque , Greg Sidebottom

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

Machine Learning · Computer Science 2012-06-22 Lauren Hannah , David Dunson

In machine learning (ML), ensemble methods such as bagging, boosting, and stacking are widely-established approaches that regularly achieve top-notch predictive performance. Stacking (also called "stacked generalization") is an ensemble…

Machine Learning · Computer Science 2024-04-19 Angelos Chatzimparmpas , Rafael M. Martins , Kostiantyn Kucher , Andreas Kerren

Despite the rapid growth of online shopping and research interest in the relationship between online and in-store shopping, national-level modeling and investigation of the demand for online shopping with a prediction focus remain limited…

Machine Learning · Computer Science 2021-01-12 Limon Barua , Bo Zou , Yan , Zhou , Yulin Liu

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

The increasing scale and complexity of global supply chains have led to new challenges spanning various fields, such as supply chain disruptions due to long waiting lines at the ports, material shortages, and inflation. Coupled with the…

Machine Learning · Computer Science 2025-07-24 Haibo Wang , Lutfu S. Sua , Bahram Alidaee

Public availability of Artificial Intelligence generated information can change the markets forever, and its factoring into economical dynamics may take economists by surprise, out-dating models and schools of thought. Real estate…

General Economics · Economics 2024-05-30 Viorel Silaghi , Zobaida Alssadi , Ben Mathew , Majed Alotaibi , Ali Alqarni , Marius Silaghi

Pricing a rental property on Airbnb is a challenging task for the owner as it determines the number of customers for the place. On the other hand, customers have to evaluate an offered price with minimal knowledge of an optimal value for…

Machine Learning · Computer Science 2021-09-08 Pouya Rezazadeh Kalehbasti , Liubov Nikolenko , Hoormazd Rezaei

Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…

Machine Learning · Statistics 2022-01-17 Lena Schmid , Alexander Gerharz , Andreas Groll , Markus Pauly

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Our work aimed at experimentally assessing the benefits of model ensembling within the context of neural methods for passage reranking. Starting from relatively standard neural models, we use a previous technique named Fast Geometric…

Information Retrieval · Computer Science 2021-01-22 Luís Borges , Bruno Martins , Jamie Callan

Reliable detection and quantification of quantum entanglement, particularly in high-spin or many-body systems, present significant computational challenges for traditional methods. This study examines the effectiveness of ensemble machine…

Quantum Physics · Physics 2025-07-18 M. Y. Abd-Rabbou , Amr M. Abdallah , Ahmed A. Zahia , Ashraf A. Gouda , Cong-Feng Qiao

Explainable machine learning (XML) has emerged as a major challenge in artificial intelligence (AI). Although black-box models such as Deep Neural Networks and Gradient Boosting often exhibit exceptional predictive accuracy, their lack of…

Methodology · Statistics 2024-06-18 Evgenii Kuriabov , Jia Li

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

Leasing is a popular channel to market new cars. Pricing a leasing contract is complicated because the leasing rate embodies an expectation of the residual value of the car after contract expiration. To aid lessors in their pricing…

Machine Learning · Statistics 2017-07-11 Korbinian Dress , Stefan Lessmann , Hans-Jörg von Mettenheim
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