Search Results - subject:"Statistical Learning"

Convergence of a least-squares Monte Carlo algorithm for American option pricing with dependent sample data

Zanger, Daniel Z. - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 447-479

Persistent link: https://www.econbiz.de/10011969162

A predictive investigation of first-time customer retention in online reservation services

Chou, Yen-Chun; Chuang, Howard Hao-Chun - In: Service business 12 (2018) 4, pp. 663-684

Persistent link: https://www.econbiz.de/10011919759

Nonlinear optimization and support vector machines

Piccialli, Veronica; Sciandrone, Marco - In: 4OR : a quarterly journal of operations research 16 (2018) 2, pp. 111-149

Persistent link: https://www.econbiz.de/10011874285

Shifting paradigms in official statistics : from design-based to model-based to algorithmic inference

Buelens, Bart; Boonstra, Harm Jan; Brakel, Jan van den; … - 2012

Persistent link: https://www.econbiz.de/10009619308

Predicting corporate bankruptcy : an evaluation of alternative statistical frameworks

Jones, Stewart; Johnstone, David; Wilson, Roy - In: Journal of business finance & accounting : JBFA 44 (2017) 1/2, pp. 3-34

Persistent link: https://www.econbiz.de/10011705297

Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment

Altinbas, Hazar; Akkaya, Goktug Cenk - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 4, pp. 255-280

Persistent link: https://www.econbiz.de/10011849995

Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels

Bezerra, Pedro Correia S.; Albuquerque, Pedro Henrique M. - In: Computational Management Science : CMS 14 (2017) 2, pp. 179-196

Persistent link: https://www.econbiz.de/10011710726

Real-time prediction of bus travel speeds using traffic shockwaves and machine learning algorithms

Julio, Nikolas; Giesen, Ricardo; Lizana, Pedro - In: Research in transportation economics 59 (2016), pp. 250-257

Persistent link: https://www.econbiz.de/10011706897

Tree-based varying coefficient regression for longitudinal ordinal responses

Bürgin, Reto; Ritschard, Gilbert - In: Computational Statistics & Data Analysis 86 (2015) C, pp. 65-80

A tree-based algorithm for longitudinal regression analysis that aims to learn whether and how the effects of predictor variables depend on moderating variables is presented. The algorithm is based on multivariate generalized linear mixed models and it builds piecewise constant coefficient...

Persistent link: https://www.econbiz.de/10011191031

An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes

Jones, Stewart; Johnstone, David; Wilson, Roy - In: Journal of banking & finance 56 (2015), pp. 72-85

Persistent link: https://www.econbiz.de/10011488586