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Dynamic mean field theory is applied to the problem of forest fires. The starting point is the Monte Carlo simulation in a lattice of million cells. The statistics of the clusters is obtained by means of the Hoshen--Kopelman algorithm. We…

Condensed Matter · Physics 2011-12-13 K. Malarz , S. Kaczanowska , K. Kulakowski

When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…

Machine Learning · Computer Science 2025-11-03 Nathan Phelps , Daniel J. Lizotte , Douglas G. Woolford

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

Assume we are given a set of items from a general metric space, but we neither have access to the representation of the data nor to the distances between data points. Instead, suppose that we can actively choose a triplet of items (A,B,C)…

Machine Learning · Statistics 2018-06-19 Siavash Haghiri , Damien Garreau , Ulrike von Luxburg

We develop a framework to holistically test for and monitor the impact of different types of events affecting a country's housing market, yet originating from housing-external sources. We classify events along three dimensions leading to…

General Economics · Economics 2025-02-06 Anja Hahn , Sanela Omerovic , Sofie Waltl

First, we emphasize that the real estate price peaks which are currently under way in many industrialized countries (one important exception is Japan) share many of the characteristics of previous historical price peaks. In particular, we…

Physics and Society · Physics 2007-05-23 Bertrand M. Roehner

In recent years several complaints about racial discrimination in appraising home values have been accumulating. For several decades, to estimate the sale price of the residential properties, appraisers have been walking through the…

Econometrics · Economics 2021-10-15 Mahdieh Yazdani

Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…

Methodology · Statistics 2022-10-20 Nikolaus Umlauf , Nadja Klein

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

We analyze the French housing market prices in the period 1970-2022, with high-resolution data from 2018 to 2022. The spatial correlation of the observed price field exhibits logarithmic decay characteristic of the two-dimensional random…

Statistical Mechanics · Physics 2025-03-28 Antoine-Cyrus Becharat , Michael Benzaquen , Jean-Philippe Bouchaud

Explainability in yield prediction helps us fully explore the potential of machine learning models that are already able to achieve high accuracy for a variety of yield prediction scenarios. The data included for the prediction of yields…

Machine Learning · Computer Science 2023-04-17 Florian Huber , Hannes Engler , Anna Kicherer , Katja Herzog , Reinhard Töpfer , Volker Steinhage

Music popularity prediction has garnered significant attention in both industry and academia, fuelled by the rise of data-driven algorithms and streaming platforms like Spotify. This study aims to explore the predictive power of various…

Information Retrieval · Computer Science 2024-03-20 Niklas Sebastian , Jung , Florian Mayer

Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…

Methodology · Statistics 2018-01-09 Torsten Hothorn , Achim Zeileis

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

One advantage of decision tree based methods like random forests is their ability to natively handle categorical predictors without having to first transform them (e.g., by using feature engineering techniques). However, in this paper, we…

Machine Learning · Statistics 2018-10-30 Timothy C. Au

This paper shows that decision trees constructed with Classification and Regression Trees (CART) and C4.5 methodology are consistent for regression and classification tasks, even when the number of predictor variables grows…

Machine Learning · Statistics 2023-11-15 Jason M. Klusowski , Peter M. Tian

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

Academic performance depends on a multivariable nexus of socio-academic and financial factors. This study investigates these influences to develop effective strategies for optimizing students' CGPA. To achieve this, we reviewed various…

Machine Learning · Computer Science 2025-08-04 Bushra Akter , Md Biplob Hosen , Sabbir Ahmed , Mehrin Anannya , Md. Farhad Hossain