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  • Search: subject:"Decaying Convergence Rate"
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Year of publication
Subject
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AdaBoost 2 Decaying Convergence Rate 2 Machine Learning 2 XGBoost 2 Artificial intelligence 1 Forecasting model 1 Künstliche Intelligenz 1 Prognoseverfahren 1 Stochastic process 1 Stochastischer Prozess 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Bae, Sangil 2 Jeong, Minsoo 2
Published in...
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East Asian Economic Review (EAER) 1 East Asian economic review 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting
Bae, Sangil; Jeong, Minsoo - In: East Asian Economic Review (EAER) 25 (2021) 4, pp. 403-424
. The result showed that the stochastic algorithm with decaying convergence rate's did have a improving effect and … convergence rate, the model is designed to balance out the trade-off between model prediction performance and model convergence … initial assumption about the data are used to improve on diversity. Also, by using a stochastic algorithm with a decaying …
Persistent link: https://www.econbiz.de/10015397867
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Cover Image
Forecasting KOSPI return using a modified stochastic AdaBoosting
Bae, Sangil; Jeong, Minsoo - In: East Asian economic review 25 (2021) 4, pp. 403-424
Persistent link: https://www.econbiz.de/10014230453
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