相关论文: Gradient Boosting Survival Tree with Applications …

Survival analysis of right censored data arises often in many areas of research including medical research. Effect of covariates (and their interactions) on survival distribution can be studied through existing methods which requires to…

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…

A frequent problem in binary classification is class imbalance between a minority and a majority class such as defaults and non-defaults in default prediction. In this article, we introduce a novel binary classification model, the Grabit…

Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenarios is essential. We propose Diffusion Scenario Tree (DST), a…

In this paper, we propose a gradient boosting algorithm for large-scale regression problems called \textit{Gradient Boosted Binary Histogram Ensemble} (GBBHE) based on binary histogram partition and ensemble learning. From the theoretical…

Forecasting product demand in retail supply chains presents a complex challenge due to noisy, heterogeneous features and rapidly shifting consumer behavior. While traditional gradient boosting decision trees (GBDT) offer strong predictive…

Gradient Boosting Decision Tree (GBDT) is one of the most popular machine learning models in various applications. However, in the traditional settings, all data should be simultaneously accessed in the training procedure: it does not allow…

This paper proposes a financial fraud detection system based on improved Random Forest (RF) and Gradient Boosting Machine (GBM). Specifically, the system introduces a novel model architecture called GBM-SSRF (Gradient Boosting Machine with…

In contemporary economic society, credit scores are crucial for every participant. A robust credit evaluation system is essential for the profitability of core businesses such as credit cards, loans, and investments for commercial banks and…

Gradient-boosted regression trees (GBRTs) are hugely popular for solving tabular regression problems, but provide no estimate of uncertainty. We propose Instance-Based Uncertainty estimation for Gradient-boosted regression trees (IBUG), a…

Uplift modeling comprises a collection of machine learning techniques designed for managers to predict the incremental impact of specific actions on customer outcomes. However, accurately estimating this incremental impact poses significant…

The Gradient Boosted Tree (GBT) algorithm is one of the most popular machine learning algorithms used in production, for tasks that include Click-Through Rate (CTR) prediction and learning-to-rank. To deal with the massive datasets…

We propose PathBoost, a gradient tree boosting method for graph-level classification and regression that learns discriminative path-based features directly from the input graph structure. Building on a previous work, which was tailored to a…

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models:…

Credit scoring is an essential tool used by global financial institutions and credit lenders for financial decision making. In this paper, we introduce a new method based on Gaussian Mixture Model (GMM) to forecast the probability of…

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit…

Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…

This paper presents a computationally efficient variant of gradient boosting for multi-class classification and multi-output regression tasks. Standard gradient boosting uses a 1-vs-all strategy for classifications tasks with more than two…

Although the Gradient Boosted Decision Trees (GBDTs) dominate industrial tabular applications, upgrading legacy models in high-concurrency production environments still faces prohibitive retraining costs and systemic risks. To address this…

The advent of the era of big data provides new ideas for financial distress prediction. In order to evaluate the financial status of listed companies more accurately, this study establishes a financial distress prediction indicator system…