Search Results - subject:"Gradient"

Improved gradient scaling for score-driven filters with an application to stock market volatility

Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025

Persistent link: https://www.econbiz.de/10015396160

Convex optimization via inertial algorithms with vanishing Tikhonov regularization : fast convergence to the minimum norm solution

Attouch, Hedy; László, Szilárd Csaba - 2024

Persistent link: https://www.econbiz.de/10015125547

Global optimality guarantees for policy gradient methods

Bhandari, Jalaj; Russo, Daniel - In: Operations research 72 (2024) 5, pp. 1906-1927

Persistent link: https://www.econbiz.de/10015361758

A generalized linear model and machine learning approach for predicting the frequency and severity of cargo insurance in Thailand's border trade context

Praiya Panjee; Sataporn Amornsawadwatana - In: Risks : open access journal 12 (2024) 2, pp. 1-33

to comprehensively assess predictive performance. For frequency prediction, extreme gradient boosting (XGBoost …) demonstrates the lowest MAE, indicating higher accuracy compared to gradient boosting machines (GBMs) and a generalized linear … magnitudes compared to gradient boosting machines (GBMs) and a generalized linear model (Poisson). Conversely, the generalized …

Persistent link: https://www.econbiz.de/10014497395

A meta-learning based stacked regression approach for customer lifetime value prediction

Gadgil, Karan; Gill, Sukhpal Singh; Abdelmoniem, Ahmed M. - In: Journal of economy and technology 1 (2023), pp. 197-207

Companies across the globe are keen on targeting potential high-value customers in an attempt to expand revenue, and this could be achieved only by understanding the customers more. Customer lifetime value (CLV) is the total monetary value of transactions or purchases made by a customer with the...

Persistent link: https://www.econbiz.de/10014555514