相关论文: Residual Value Forecasting Using Asymmetric Cost F…

This paper addresses the task of explaining anomalous predictions of a black-box regression model. When using a black-box model, such as one to predict building energy consumption from many sensor measurements, we often have a situation…

Many tasks in explainable machine learning, such as data valuation and feature attribution, perform expensive computation for each data point and are intractable for large datasets. These methods require efficient approximations, and…

In this paper, we present a comprehensive, in-depth survey of the literature on reinforcement learning approaches to decision optimization problems in a typical ridesharing system. Papers on the topics of rideshare matching, vehicle…

This paper presents a comprehensive analytical study of two competitive cognitive operators' spectrum leasing and pricing strategies, taking into account operators' heterogeneity in leasing costs and users' heterogeneity in transmission…

Providing a measure of market risk is an important issue for investors and financial institutions. However, the existing models for this purpose are per definition symmetric. The current paper introduces an asymmetric capital asset pricing…

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Log and square root transformations of target variable are routinely used in forecasting models to predict future sales. These transformations often lead to better performing models. However, they also introduce a systematic negative bias…

This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It extends the proposed score and defines a weighted version, which emphasizes regions of interest, such as the…

Urban transportation and land use models have used theory and statistical modeling methods to develop model systems that are useful in planning applications. Machine learning methods have been considered too 'black box', lacking…

Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

In an era of increasing computational capabilities and growing environmental consciousness, organizations face a critical challenge in balancing the accuracy of forecasting models with computational efficiency and sustainability. Global…

Residual risk metrics have recently been introduced to assess the safety implications of automated driving systems. Existing approaches typically assume a deterministic ego pose and concentrate mainly on perception errors related to…

Plotting the residuals is a recommended procedure to diagnose deviations from linear model assumptions, such as non-linearity, heteroscedasticity, and non-normality. The presence of structure in residual plots can be tested using the lineup…

Prediction of post-loan default is an important task in credit risk management, and can be addressed by detection of financial anomalies using machine learning. This study introduces a ResE-BiLSTM model, using a sliding window technique,…

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Logistic regression is an important statistical tool for assessing the probability of an outcome based upon some predictive variables. Standard methods can only deal with precisely known data, however many datasets have uncertainties which…

This article develops a random effects quantile regression model for panel data that allows for increased distributional flexibility, multivariate heterogeneity, and time-invariant covariates in situations where mean regression may be…

Rental-based business models and increasing sustainability requirements intensify the need for efficient strategies to manage large machine and vehicle fleet renewal and upgrades. Optimized fleet upgrade strategies maximize overall utility,…

It can be profitable for vehicle service providers to set service prices based on users' travel demand on different origin-destination pairs. The prior studies on the spatial pricing of vehicle service rely on the assumption that providers…

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…