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

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

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

Attouch, Hedy; László, Szilárd Csaba - In: Mathematical methods of operations research : ZOR 99 (2024) 3, pp. 307-347

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

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

Stability and performance guarantees for misspecified multivariate score-driven filters

van Heel, Simon Donker; Lange, Rutger-Jan; van Dijk, Dick; … - 2025

implicit and explicit score-driven (ISD and ESD) filters, which update a prediction of the parameters using the gradient of the …

Persistent link: https://www.econbiz.de/10015210023

Deep Reinforcement Learning in agent-based model AgriPoliS to simulate strategic land market interactions

Dong, Changxing; Njiru, Ruth Dionisia Gicuku; Appel, … - In: Electronic Communications of the EASST 83 (2025), pp. 1-18

stable and sustainable development. Utilizing a policy gradient algorithm, we update the RL agent's policy network to …

Persistent link: https://www.econbiz.de/10015210972

Gradient boosting for Dirichlet regression models

Balzer, Michael; Bergherr, Elisabeth; Hutter, Swen; … - In: AStA Advances in Statistical Analysis (2025) Online first articles

been introduced. In this article, we propose a novel model-based gradient boosting approach for Dirichlet regression models …

Persistent link: https://www.econbiz.de/10015406293

What Do Households Do when Things Are Rough?? Economic Situation, Pessimistic Economic Expectations and the Use of Livelihood Practices

Achatz, Juliane; Nivorozhkin, Anton; Promberger, Markus; … - In: Social Indicators Research 178 (2025) 1, pp. 499-521

This study investigates everyday practices that households utilize to improve or maintain their livelihoods. Drawing on prior qualitative research across various European economies, we developed a new survey tool, which was deployed within a larger survey encompassing the entire economic...

Persistent link: https://www.econbiz.de/10015439129

Aggregation bias and socioeconomic gradients in waiting time for hospital admissions

Carlsen, Fredrik; Holmås, Tor Helge; Kaarbøe, Oddvar M. - In: Health economics 34 (2025) 3, pp. 371-375

Persistent link: https://www.econbiz.de/10015358484