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In some applications of supervised machine learning, it is desirable to trade model complexity with greater … valuation modeling, where machine learning techniques typically improve predictive accuracy, but are too opaque for some … benefit from the excellent predictive capabilities of two advanced machine learning techniques: deep learning and gradient …
Persistent link: https://www.econbiz.de/10014332394
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency … portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price … and volatility. Machine learning models like recurrent neural network (RNN) and long short-term memory (LSTM) have been …
Persistent link: https://www.econbiz.de/10012611261
The use of machine learning (ML) methods has been widely discussed for over a decade. The search for the optimal model … learning model performance without necessarily reflecting reality, which leads to over-fitting or decreased performance. In …
Persistent link: https://www.econbiz.de/10014332470
Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of … limitations of ML learning methods and recent advances in ML were used to provide a conic view to future ML econometric practice. …
Persistent link: https://www.econbiz.de/10014332691
indicators of a sample of 58 identified I4.0 companies. We developed a machine-learning model by using the eXtreme Gradient … Boosting algorithm (XGBoost) for this purpose, an approach that has not been used in any similar research. This research shows …
Persistent link: https://www.econbiz.de/10014332714
finance and one book review. The content is six articles on machine learning, five articles based on traditional econometric … analysis, and five articles on emerging markets. The large share of articles on the application of machine learning is in line …
Persistent link: https://www.econbiz.de/10012611240
, particularly, an intelligent computer program. Machine learning is an approach to realizing AI comprising a collection of … statistical algorithms, of which deep learning is one such example. Due to the rapid development of computer technology, AI has … includes contributions on the application of machine learning, agent-based artificial market simulation, and other related …
Persistent link: https://www.econbiz.de/10012264791
Bankruptcy prediction is one of the most important research areas in corporate finance. Bankruptcies are an indispensable element of the functioning of the market economy, and at the same time generate significant losses for stakeholders. Hence, this book was established to collect the results...
Persistent link: https://www.econbiz.de/10012264863
credit scoring models currently in use by a Norwegian bank with a deep learning model trained solely on transaction data … deep learning model further outperforms the conventional application credit scoring model for new customers and narrows the …
Persistent link: https://www.econbiz.de/10014332753
In this study, we apply several advanced machine learning techniques including extreme gradient boosting (XGBoost … Belgian Small and Medium Enterprises (SME's) during the period 2002-2012. Using the above-mentioned machine learning …
Persistent link: https://www.econbiz.de/10013201339