Gweon, Hyukjun; Li, Shu; Xu, Yangxuan - In: Risks : open access journal 12 (2024) 6, pp. 1-14
assume an unbiased predictive model. In this paper, we address the fact that prediction bias can be nonnegligible in large VA … portfolio valuation and investigate the impact of prediction bias in both the modeling and sampling stages of active learning …. Our experimental results suggest that bias-based sampling can rival the efficacy of traditional ambiguity-based sampling …