Search Results - subject:"Ensemble methods"

Enhancing fraud detection in banking using advanced machine learning techniques

Detthamrong, Umawadee; Chansanam, Wirapong; Boongoen, … - In: International journal of economics and financial issues … 14 (2024) 5, pp. 177-184

Persistent link: https://www.econbiz.de/10015085228

A machine learning approach for flagging incomplete bid-rigging cartels

Wallimann, Hannes; Imhof, David; Huber, Martin - In: Computational economics 62 (2023) 4, pp. 1669-1720

Persistent link: https://www.econbiz.de/10014437552

Improved hybrid resampling and ensemble model for imbalance learning and credit evaluation

Kou, Gang; Chen, Hao; Hefni, Mohammed A. - In: Journal of management science and engineering 7 (2022) 4, pp. 511-529

A clustering-based undersampling (CUS) and distance-based near-miss method are widely used in current imbalanced learning algorithms, but this method has certain drawbacks. In particular, the CUS does not consider the influence of the distance factor on the majority of instances, and the...

Persistent link: https://www.econbiz.de/10014315644

The wisdom of crowds in forecasting at high-frequency for multiple time horizons : a case study of the Brazilian retail sales

Lopes, Gustavo - In: Revista Brasileira de Finanças : RBFin 20 (2022) 2, pp. 77-115

Persistent link: https://www.econbiz.de/10013257742

An implementation of ensemble methods, logistic regression, and neural network for default prediction in peer-to-peer lending

Dzik-Walczak, Aneta; Heba, Mateusz - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 39 (2021) 1, pp. 163-197

Persistent link: https://www.econbiz.de/10012615873

Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns

Uzunlu, Baris Yalin; Hussain, Syed Muzammil - In: International Econometric Review (IER) 12 (2020) 2, pp. 112-138

This research aims at exploring whether simple trading strategies developed using state-ofthe-art Machine Learning (ML) algorithms can guarantee more than the risk-free rate of return or not. For this purpose, the direction of S&P 500 Index returns on every 6th day (SPYRETDIR6) and magnitude of...

Persistent link: https://www.econbiz.de/10012610982