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An important issue when using Machine Learning algorithms in recent research is the lack of interpretability. Although these algorithms provide accurate point predictions for various learning problems, uncertainty estimates connected with…
We develop a rigorous walk-forward validation framework for algorithmic trading designed to mitigate overfitting and lookahead bias. Our methodology combines interpretable hypothesis-driven signal generation with reinforcement learning and…
Analysis of innovation has been fundamentally limited by conventional approaches to broad, structural variables. This paper pushes the boundaries, taking an LLM approach to patent analysis with the groundbreaking ChatGPT technology.…
Predicting the success of startup companies is of great importance for both startup companies and investors. It is difficult due to the lack of available data and appropriate general methods. With data platforms like Crunchbase aggregating…
The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…
Despite the usefulness of machine learning approaches for the early screening of potential breakthrough technologies, their practicality is often hindered by opaque models. To address this, we propose an interpretable machine learning…
Macroeconomic nowcasting sits at the intersection of traditional econometrics, data-rich information systems, and AI applications in business, economics, and policy. Machine learning (ML) methods are increasingly used to nowcast quarterly…
This paper presents an intelligent and transparent AI-driven system for Credit Risk Assessment using three state-of-the-art ensemble machine learning models combined with Explainable AI (XAI) techniques. The system leverages XGBoost,…
Predicting the success of start-up companies, defined as achieving an exit through acquisition or IPO, is a critical problem in entrepreneurship and innovation research. Datasets such as Crunchbase provide both structured information (e.g.,…
In the face of global economic uncertainty, financial auditing has become essential for regulatory compliance and risk mitigation. Traditional manual auditing methods are increasingly limited by large data volumes, complex business…
Predicting high-growth firms has attracted increasing interest from the technological forecasting and machine learning communities. Most existing studies primarily utilize financial data for these predictions. However, research suggests…
Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…
This study presents a machine learning framework for forecasting short-term faults in industrial centrifugal pumps using real-time sensor data. The approach aims to predict {EarlyWarning} conditions 5, 15, and 30 minutes in advance based on…
This thesis designs a prediction system based on matrix factorization to predict the classification accuracy of a specific model on a particular dataset. In this thesis, we conduct comprehensive empirical research on more than fifty…
Predicting rare outcomes such as startup success is central to venture capital, demanding models that are both accurate and interpretable. We introduce Random Rule Forest (RRF), a lightweight ensemble method that uses a large language model…
Using a comprehensive sample of 2,585 bankruptcies from 1990 to 2019, we benchmark the performance of various machine learning models in predicting financial distress of publicly traded U.S. firms. We find that gradient boosted trees…
Data-driven models are central to scientific discovery. In efforts to achieve state-of-the-art model accuracy, researchers are employing increasingly complex machine learning algorithms that often outperform simple regressions in…
Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…
Investors are interested in predicting future success of startup companies, preferably using publicly available data which can be gathered using free online sources. Using public-only data has been shown to work, but there is still much…
Process Outcome Prediction entails predicting a discrete property of an unfinished process instance from its partial trace. High-capacity outcome predictors discovered with ensemble and deep learning methods have been shown to achieve top…