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The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

计算金融 · 定量金融 2021-04-20 Ekaterina Zolotareva

As the availability, size and complexity of data have increased in recent years, machine learning (ML) techniques have become popular for modeling. Predictions resulting from applying ML models are often used for inference, decision-making,…

Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two complementary unsupervised machine learning methods to…

统计金融 · 定量金融 2022-12-13 Piero Mazzarisi , Adele Ravagnani , Paola Deriu , Fabrizio Lillo , Francesca Medda , Antonio Russo

XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…

机器学习 · 计算机科学 2023-05-05 Candice Bentéjac , Anna Csörgő , Gonzalo Martínez-Muñoz

Most real-world classification problems deal with imbalanced datasets, posing a challenge for Artificial Intelligence (AI), i.e., machine learning algorithms, because the minority class, which is of extreme interest, often proves difficult…

A new semi-supervised ensemble algorithm called XGBOD (Extreme Gradient Boosting Outlier Detection) is proposed, described and demonstrated for the enhanced detection of outliers from normal observations in various practical datasets. The…

机器学习 · 计算机科学 2020-09-22 Yue Zhao , Maciej K. Hryniewicki

In recent years, gradient boosted decision tree learning has proven to be an effective method of training robust models. Moreover, collaborative learning among multiple parties has the potential to greatly benefit all parties involved, but…

密码学与安全 · 计算机科学 2020-10-07 Andrew Law , Chester Leung , Rishabh Poddar , Raluca Ada Popa , Chenyu Shi , Octavian Sima , Chaofan Yu , Xingmeng Zhang , Wenting Zheng

Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results…

机器学习 · 计算机科学 2016-06-14 Tianqi Chen , Carlos Guestrin

This paper evaluates XGboost's performance given different dataset sizes and class distributions, from perfectly balanced to highly imbalanced. XGBoost has been selected for evaluation, as it stands out in several benchmarks due to its…

机器学习 · 计算机科学 2023-03-28 Gissel Velarde , Anindya Sudhir , Sanjay Deshmane , Anuj Deshmunkh , Khushboo Sharma , Vaibhav Joshi

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

机器学习 · 计算机科学 2020-05-18 Jacob Montiel , Rory Mitchell , Eibe Frank , Bernhard Pfahringer , Talel Abdessalem , Albert Bifet

The MUST (Mass Unspecific Supervised Tagging) method has proven to be successful in implementing generic jet taggers capable of discriminating various signals over a wide range of jet masses. We implement the MUST concept by using eXtreme…

高能物理 - 唯象学 · 物理学 2024-11-26 J. A. Aguilar-Saavedra , E. Arganda , F. R. Joaquim , R. M. Sandá Seoane , J. F. Seabra

There is great demand for scalable, secure, and efficient privacy-preserving machine learning models that can be trained over distributed data. While deep learning models typically achieve the best results in a centralized non-secure…

密码学与安全 · 计算机科学 2022-11-09 Samuel Maddock , Graham Cormode , Tianhao Wang , Carsten Maple , Somesh Jha

Fraud detection is to identify, monitor, and prevent potentially fraudulent activities from complex data. The recent development and success in AI, especially machine learning, provides a new data-driven way to deal with fraud. From a…

机器学习 · 统计学 2023-05-19 Biao Xu , Yao Wang , Xiuwu Liao , Kaidong Wang

Privacy has raised considerable concerns recently, especially with the advent of information explosion and numerous data mining techniques to explore the information inside large volumes of data. In this context, a new distributed learning…

机器学习 · 计算机科学 2019-10-15 Mengwei Yang , Linqi Song , Jie Xu , Congduan Li , Guozhen Tan

We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…

机器学习 · 统计学 2020-02-04 Duzhe Wang , Haoda Fu , Po-Ling Loh

Credit card fraud detection remains a critical challenge in financial security, with machine learning models like XGBoost(eXtreme gradient boosting) emerging as powerful tools for identifying fraudulent transactions. However, the inherent…

机器学习 · 计算机科学 2024-12-11 Siyaxolisa Kabane

The application of federated extreme gradient boosting to mobile crowdsensing apps brings several benefits, in particular high performance on efficiency and classification. However, it also brings a new challenge for data and model privacy…

密码学与安全 · 计算机科学 2020-05-13 Zhuzhu Wang , Yilong Yang , Yang Liu , Ximeng Liu , Brij B. Gupta , Jianfeng Ma

Gradient boosting decision tree (GBDT) is an ensemble machine learning algorithm, which is widely used in industry, due to its good performance and easy interpretation. Due to the problem of data isolation and the requirement of privacy,…

机器学习 · 计算机科学 2024-06-21 Tao Fan , Weijing Chen , Guoqiang Ma , Yan Kang , Lixin Fan , Qiang Yang

While Post-Earnings-Announcement Drift (PEAD) is one of the most studied stock market anomalies, the current literature is often limited in explaining this phenomenon by a small number of factors using simpler regression methods. In this…

统计金融 · 定量金融 2020-09-08 Zhengxin Joseph Ye , Bjorn W. Schuller

Illegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public. Detecting illegal insider trading is…

统计金融 · 定量金融 2019-10-01 Sheikh Rabiul Islam , Sheikh Khaled Ghafoor , William Eberle
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