Search Results - subject:"Bayesian optimization"

Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation

Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82

Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...

Persistent link: https://www.econbiz.de/10015339298

High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard

Baik, Seung Min; Choi, Changhui; Jang, Bong-Gyu - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 23-44

integrates a trust region-based Bayesian optimization technique with a parameter space decomposition method to solve the … high-dimensional parameters compared to conventional Bayesian optimization approaches. …

Persistent link: https://www.econbiz.de/10015397306

Machine learning-based scrap steel price forecasting for the Northeast Chinese market

Jin, Bingzi; Xu, Xiaojie - In: International journal of empirical economics 3 (2024) 4, pp. 1-21

Throughout history, governments and investors have relied on predictions of prices for a broad spectrum of commodities. Using time-series data covering 08/23/2013-04/15/2021, this study investigates the challenging problem of predicting scrap steel prices, which are issued daily for the...

Persistent link: https://www.econbiz.de/10015194297

Efficient global optimization and the zero-gradient condition, in expensive simulation

Angün, Mevlüde Ebru; Kleijnen, Jack P. C. - 2024

Persistent link: https://www.econbiz.de/10015101609

Bayesian optimization with hidden constraints for aircraft design

Tfaily, Ali; Diouane, Youssef; Bartoli, Nathalie; … - 2024

Persistent link: https://www.econbiz.de/10014483363

Optimization of system dynamics models : a novel methodology

Angün, Mevlüde Ebru; Kleijnen, Jack P. C.; Smits, Martin - 2023

Persistent link: https://www.econbiz.de/10014439377

A comparative assessment of machine learning methods for predicting housing prices using Bayesian optimization

Lahmiri, Salim; Bekiros, Stelios; Avdoulas, Christos - In: Decision analytics journal 6 (2023), pp. 1-8

regression, and Gaussian process regression. Bayesian optimization is implemented in a ten-fold cross-validation framework to …

Persistent link: https://www.econbiz.de/10014505865

Bayesian optimization of hyperparameters from noisy marginal likelihood estimates

Gustafsson, Oskar; Villani, Mattias; Stockhammar, Pär - In: Journal of applied econometrics 38 (2023) 4, pp. 577-595

Persistent link: https://www.econbiz.de/10014288027

Dependence in constrained Bayesian optimization

Zhang, Shiqiang; Lee, Robert M.; Shafei, Behrang; Walz, … - In: Optimization Letters 18 (2023) 6, pp. 1457-1473

Constrained Bayesian optimization optimizes a black-box objective function subject to black-box constraints. For … totally unknown and (ii) experiments are so expensive that any slightly better Bayesian optimization procedure is preferred …

Persistent link: https://www.econbiz.de/10015404680

Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period

Drahokoupil, Jakub - 2022

Persistent link: https://www.econbiz.de/10013262618