English
Related papers

Related papers: Using ensemble methods of machine learning to pred…

200 papers

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make…

Optimization and Control · Mathematics 2019-10-11 Velibor V. Mišić

This study applied machine learning models to estimate stellar rotation periods from corrected light curve data obtained by the NASA Kepler mission. Traditional methods often struggle to estimate rotation periods accurately due to noise and…

Solar and Stellar Astrophysics · Physics 2024-09-10 Fatemeh Fazel Hesar , Bernard Foing , Ana M. Heras , Mojtaba Raouf , Victoria Foing , Shima Javanmardi , Fons J. Verbeek

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the L0-norm in the penalty) and ensemble methods (e.g., random forests). Although sparse methods typically yield…

Methodology · Statistics 2024-10-31 Anthony-Alexander Christidis , Stefan Van Aelst , Ruben Zamar

This is a method report for the Kaggle data competition 'Predict future sales'. In this paper, we propose a rather simple approach to future sales predicting based on feature engineering, Random Forest Regressor and ensemble learning. Its…

Machine Learning · Computer Science 2019-04-22 Yuwei Zhang , Xin Wu , Chenyang Gu , Yueqi Xie

Random Forests (RF) are among the state-of-the-art in many machine learning applications. With the ongoing integration of ML models into everyday life, the deployment and continuous application of models becomes more and more an important…

Machine Learning · Computer Science 2021-10-20 Sebastian Buschjäger , Katharina Morik

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting…

Computational Finance · Quantitative Finance 2017-07-18 Vasilios Plakandaras , Rangan Gupta , Periklis Gogas , Theophilos Papadimitriou

The use of machine learning algorithms in finance, medicine, and criminal justice can deeply impact human lives. As a consequence, research into interpretable machine learning has rapidly grown in an attempt to better control and fix…

Machine Learning · Computer Science 2021-02-02 Thibaut Vidal , Toni Pacheco , Maximilian Schiffer

Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

In this paper, we review modern approaches to building interpretable models of property markets using machine learning on the base of mass valuation of property in the Primorye region, Russia. There are numerous potential difficulties one…

Statistical Finance · Quantitative Finance 2026-02-18 Alexey S. Tanashkin , Irina G. Tanashkina , Alexander S. Maksimchuik

Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods to develop full tariff plans built from both the frequency…

Applications · Statistics 2020-03-04 Roel Henckaerts , Marie-Pier Côté , Katrien Antonio , Roel Verbelen

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…

Machine Learning · Statistics 2015-06-02 Giles Hooker , Lucas Mentch

As demand for computer software continually increases, software scope and complexity become higher than ever. The software industry is in real need of accurate estimates of the project under development. Software development effort…

Software Engineering · Computer Science 2020-07-06 Halcyon D. P. Carvalho , Marília N. C. A. Lima , Wylliams B. Santos , Roberta A. de A. Fagunde

In machine learning ensemble methods have demonstrated high accuracy for the variety of problems in different areas. Two notable ensemble methods widely used in practice are gradient boosting and random forests. In this paper we present…

Machine Learning · Statistics 2018-09-24 Alex Rogozhnikov , Tatiana Likhomanenko

Machine Reading Comprehension (MRC) is an active field in natural language processing with many successful developed models in recent years. Despite their high in-distribution accuracy, these models suffer from two issues: high training…

Computation and Language · Computer Science 2021-07-16 Razieh Baradaran , Hossein Amirkhani

Channel decoding, channel detection, channel assessment, and resource management for wireless multiple-input multiple-output (MIMO) systems are all examples of problems where machine learning (ML) can be successfully applied. In this paper,…

Signal Processing · Electrical Eng. & Systems 2021-12-30 Evgeny Bobrov , Sergey Troshin , Nadezhda Chirkova , Ekaterina Lobacheva , Sviatoslav Panchenko , Dmitry Vetrov , Dmitry Kropotov

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 · Computer Science 2016-07-04 Iman Alodah , Jennifer Neville

We explore the application of computer vision and machine learning (ML) techniques to predict material properties (e.g. compressive strength) based on SEM images. We show that it's possible to train ML models to predict materials…

Data-driven weather forecast based on machine learning (ML) has experienced rapid development and demonstrated superior performance in the global medium-range forecast compared to traditional physics-based dynamical models. However, most of…

Machine Learning · Computer Science 2024-08-19 Wanghan Xu , Kang Chen , Tao Han , Hao Chen , Wanli Ouyang , Lei Bai