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mining frameworks, including metamodeling and active learning, have been proposed in recent years. Active learning, a …. Successful application of active learning requires an effective metric in order to gauge the informativeness of data. Current … portfolio valuation and investigate the impact of prediction bias in both the modeling and sampling stages of active learning …
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Recent successes in the field of machine learning, as well as the availability of increased sensing and computational … capabilities in modern control systems, have led to a growing interest in learning and data-driven control techniques. Model … summarizing and categorizing previous research on learning-based MPC, i.e., the integration or combination of MPC with learning …
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This paper considers how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of different vector autoregressive models, the investor is able, each period, to revise past predictive mistakes and learn about...
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Thanks to the increasing availability of granular, yet high-dimensional, firm level data, machine learning (ML … learning (SL), the branch of ML dealing with the prediction of labelled outcomes, has been used to better predict firms …
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