Search Results - subject:"Bayesian optimization"

Synthetic dataset generation of driver telematics

So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano - In: Risks : open access journal 9 (2021) 4, pp. 1-19

This article describes the techniques employed in the production of a synthetic dataset of driver telematics emulated from a similar real insurance dataset. The synthetic dataset generated has 100,000 policies that included observations regarding driver's claims experience, together with...

Persistent link: https://www.econbiz.de/10012508585

Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Audet, Charles; Le Digabel, Sébastien; Saltet, Renaud - 2021

Persistent link: https://www.econbiz.de/10012587910

Fama-French three versus five, which model is better? : a machine learning approach

Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475

Persistent link: https://www.econbiz.de/10014338932

Intergenerational risk sharing in a defined contribution pension system : analysis with Bayesian optimization

Chen, An; Kanagawa, Motonobu; Zhang, Fangyuan - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 515-544

Persistent link: https://www.econbiz.de/10014342502

Modeling Bitcoin prices using signal processing methods, Bayesian optimization, and deep neural networks

Tripathi, Bhaskar; Sharma, Rakesh Kumar - In: Computational economics 62 (2023) 4, pp. 1919-1945

Persistent link: https://www.econbiz.de/10014442577

Dynamic priority rules for combining on-demand passenger transportation and transportation of goods

Bosse, Alexander; Ulmer, Marlin Wolf; Manni, Emanuele; … - In: European journal of operational research : EJOR 309 (2023) 1, pp. 399-408

Persistent link: https://www.econbiz.de/10014290567

Methods for constrained optimization of expensive mixed-integer multi-objective problems, with application to an internal combustion engine design problem

Duro, João A.; Ozturk, Umud Esat; Oara, Daniel C.; … - In: European journal of operational research : EJOR 307 (2023) 1, pp. 421-446

Persistent link: https://www.econbiz.de/10014293025

Simulation-based dynamic origin-destination matrix estimation on freeways : a Bayesian optimization approach

Huo, Jinbiao; Liu, Chengqi; Chen, Jingxu; Meng, Qiang; … - In: Transportation research / E : an international journal 173 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014302197

Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application

Stelmach, Marek; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322114

Hyperparameter optimization for recommender systems through Bayesian optimization

Galuzzi, B. G.; Giordani, I.; Candelieri, Antonio; … - In: Computational management science 17 (2020) 4, pp. 495-515

Persistent link: https://www.econbiz.de/10012486977