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Learning cost sensitive binary classification rules accounting for uncertain and unequal misclassification costs
Rybizki, Lydia - 2014
supervised learning. In addition, we investigate the effects of cost sensitive adaptations in CART and boosting and conclude that …
Persistent link: https://www.econbiz.de/10010334218
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Big Data Analytics: A New Perspective
Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016
Model specification and selection are recurring themes in econometric analysis. Both topics become considerably more complicated in the case of large-dimensional data sets where the set of specification possibilities can become quite large. In the context of linear regression models, penalised...
Persistent link: https://www.econbiz.de/10011451442
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Korrektur des Tätigkeitsschlüssels der Bundesagentur für Arbeit mithilfe maschineller Lernverfahren
Schmidt, Elena - In: WISTA – Wirtschaft und Statistik 72 (2020) 6, pp. 37-47
Ziel des vorgestellten Projekts war, das Merkmal Vollzeit/Teilzeit des Tätigkeitsschlüssels in den Integrierten Erwerbsbiografien der Bundesagentur für Arbeit zu korrigieren. Dies sollte mithilfe des auch in der Verdienststrukturerhebung vorhandenen, aber manuell korrigierten Schlüssels...
Persistent link: https://www.econbiz.de/10012392752
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael; Cremers, Heinz; Hentze, Rainald - 2010
Credit risk measurement and management become more important in all financial institutions in the light of the current financial crisis and the global recession. This particularly applies to most of the complex structured financing forms whose risk cannot be quantified with com-mon rating...
Persistent link: https://www.econbiz.de/10010299985
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Estimation of the mean AUC of the xenoestrogens daidzein, bisphenol A, and p-tert-octylphenol
Selinski, Silvia; Degen, Gisela H. - 2003
Potentially adverse human and environmental effects due to hormone mimicry of environmental estrogens are a matter of current concern. Environmental estrogens belong to the so-called endocrine active compounds (EAC), which alter signalling processes of the endocrine system leading to a broad...
Persistent link: https://www.econbiz.de/10010306261
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Key Indicators for a Countercyclical Capital Buffer in Norway - Trends and Uncertainty
Gerdrup, Karsten R.; Kvinlog, Aslak Bakke; Schaanning, Eric - 2013
ROC/AUC analysis even by using forecasts based on a relatively simple method. The forecast is an average of the quarterly …
Persistent link: https://www.econbiz.de/10012144073
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A theory of pruning
Lombardo, Giovanni; Uhlig, Harald - 2014
) proposed pruning to deal with this challenge for second order approximations. In this paper, we provide a theory of pruning and … formulas for pruning of any order. We relate it to results described by Judd (1998) on perturbing dynamical systems. …
Persistent link: https://www.econbiz.de/10011605741
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Stock picking via nonsymmetrically pruned binary decision trees
Andriyashin, Anton - 2008
crucial factor in forecasting performance of the trees. While there exists a standard method of tree pruning, which is based … introduces a novel methodology of nonsymmetric tree pruning called Best Node Strategy (BNS). An important property of BNS is … traditional pruning approach by composing two recursive portfolios out of XETRA DAX stocks. Performance forecasts for each of the …
Persistent link: https://www.econbiz.de/10010263732
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Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations
Lan, Hong; Meyer-Gohde, Alexander - 2013
provide rigorous support for the practice of pruning that is becoming widespread. Our recursive representation differs from … state consistent with the order of approximation. We compare our algorithm with six different pruning algorithms at second …
Persistent link: https://www.econbiz.de/10010318747
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Spatial modelling of claim frequency and claim size in insurance
Gschlößl, Susanne; Czado, Claudia - 2005
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...
Persistent link: https://www.econbiz.de/10010266163