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Boosting the accuracy of hedonic pricing models
Kagie, Martijn; van Wezel, van Wezel, M.C.; Potharst, … - Faculteit der Economische Wetenschappen, Erasmus … - 2005
Hedonic pricing models attempt to model a relationship between object attributes and the object's price. Traditional … hedonic pricing models are often parametric models that suffer from misspecification. In this paper we create these models by …
Persistent link: https://www.econbiz.de/10010731892
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Ensemble Learning for Portfolio Valuation and Risk Management
Boudabsa, Lotfi; Filipović, Damir - 2022
We introduce an ensemble learning method for dynamic portfolio valuation and risk management building on regression trees. We learn the dynamic value process of a derivative portfolio from a finite sample of its cumulative cash flow. The estimator is given in closed form. The method is fast and...
Persistent link: https://www.econbiz.de/10013192065
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Regularised gradient boosting for financial time-series modelling
Agapitos, Alexandros; Brabazon, Anthony; O'Neill, Michael - In: Computational Management Science : CMS 14 (2017) 3, pp. 367-391
Persistent link: https://www.econbiz.de/10011710842
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Economic policy uncertainty index meets ensemble learning
Lolić, Ivana; Sorić, Petar; Logarušić, Marija - In: Computational economics 60 (2022) 2, pp. 401-437
Persistent link: https://www.econbiz.de/10013380776
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Predictive analysis and modelling football results using machine learning approach for English Premier League
Baboota, Rahul; Kaur, Harleen - In: International journal of forecasting 35 (2019) 2, pp. 741-755
Persistent link: https://www.econbiz.de/10012300725
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Intraday market predictability : a machine learning approach
Huddleston, Dillon; Liu, Fred; Stentoft, Lars - In: Journal of financial econometrics 21 (2023) 2, pp. 485-527
Persistent link: https://www.econbiz.de/10014314759
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Exploiting technological indicators for effective technology merger and acquisition (M&A) predictions
Yang, Chin-sheng; Wei, Chih-ping; Chiang, Yu-hsun - In: Decision sciences : DS 45 (2014) 1, pp. 147-174
Persistent link: https://www.econbiz.de/10010344814
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A hybrid data mining model of feature selection algorithms and ensemble learning classifiers for credit scoring
Koutanaei, Fatemeh Nemati; Sajedi, Hedieh; Khanbabaei, … - In: Journal of retailing and consumer services 27 (2015), pp. 11-23
Persistent link: https://www.econbiz.de/10011388055
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Combining feature selection, instance selection, and ensemble classification techniques for improved financial distress prediction
Tsai, Chih-Fong; Sue, Kuen-Liang; Hu, Ya-Han; Chiu, Andy - In: Journal of business research : JBR 130 (2021), pp. 200-209
Persistent link: https://www.econbiz.de/10012544786
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FCE-SVM : a new cluster based ensemble method for opinion mining from social media
Wang, Gang; Zheng, Daqing; Yang, Shanlin; Ma, Jian - In: Information systems and e-business management : ISeB 16 (2018) 4, pp. 721-742
Persistent link: https://www.econbiz.de/10011956194