Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Donatien Hainaut, Julien Trufin and Michel Denuit
| Year of publication: |
2022
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|---|---|
| Authors: | Hainaut, Donatien ; Trufin, Julien ; Denuit, Michel |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2022.2022, 10, p. 841-866
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| Subject: | boosting | GLM | gradient boosting | neural networks | regression trees | Risk classification | Neuronale Netze | Neural networks | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2037016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013491040