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Data driven companies effectively use regression machine learning methods for making predictions in many sectors. Cloud …-based Azure Machine Learning Studio (MLS) has a potential of expediting machine learning experiments by offering a convenient and … powerful integrated development environment. The process of evaluating machine learning models in Azure MLS has certain …
Persistent link: https://www.econbiz.de/10012919484
There are many methods for explaining why a machine learning model produces a given output in response to a given input …
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We investigate the use of machine learning techniques into building statistically stable systematic allocation … estimator of the covariance matrix, or a variant of Mean Variance framework but an application of Machine Learning techniques to ….Recent advances in Neural Network, Deep Learning and Machine Learning allows a more efficient modeling of the no-linear statistical …
Persistent link: https://www.econbiz.de/10012983407
We propose a simple approach to bridge between portfolio theory and machine learning. The outcome is an out …-of-sample machine learning efficient frontier based on two assets, high risk and low risk. By rotating between the two assets, we show … important light on the appeal of machine learning into portfolio selection under estimation risk …
Persistent link: https://www.econbiz.de/10012841156
Recent advances in machine learning are finding commercial applications across many industries, not least the finance …
Persistent link: https://www.econbiz.de/10012869358
Convertible bonds are an important segment of the corporate bond market, however, as hybrid instruments, convertible bonds are difficult to value because they depend on variables related to the underlying stock, the fixed-income part, and the interaction between these components. Besides,...
Persistent link: https://www.econbiz.de/10013272634
Attention is a pivotal resource in the modern economy and plays an increasingly prominent role in economic analysis. We summarize research on attention from both psychology and economics, placing a particular emphasis on its capacity to explain numerous documented violations of classical...
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