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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 …
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that may arise from ML predictions. We define a new source of bias related to incompleteness in real time inputs, which may … bias. Our observational and experimental analyses in the patent examination context support this conjecture. In the face of …
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algorithms are informed by data, if these are corrupted, from a social bias perspective, good machine learning algorithms would …
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We examine how the return predictability of deep learning models varies with stocks’ vulnerability to investors’ behavioral biases. Using an extensive list of anomaly variables, we find that the long-short strategy based on deep learning signals generates greater returns for stocks that are...
Persistent link: https://www.econbiz.de/10013302679
We examine how the return predictability of deep learning models varies with stocks’ vulnerability to investors’ behavioral biases. Using an extensive list of anomaly variables, we find that the long-short strategy based on deep learning signals generates greater returns for stocks more...
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