Search Results - subject:"Tree boosting"

Supervised machine learning classification for short straddles on the S&P500

Brunhuemer, Alexander; Larcher, Lukas; Seidl, Philipp; … - In: Risks : open access journal 10 (2022) 12, pp. 1-25

statistically significant advantages if the gradient tree boosting algorithm is used, compared to a simple "trade always" strategy …

Persistent link: https://www.econbiz.de/10014230954

Machine learning in long-term mortality forecasting

Qiao, Yang; Wang, Chou-Wen; Zhu, Wenjun - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 340-362

Persistent link: https://www.econbiz.de/10014583165

Predicting motor insurance claims using telematics data-XGBoost versus logistic regression

Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Risks 7 (2019) 2, pp. 1-16

XGBoost is recognized as an algorithm with exceptional predictive capacity. Models for a binary response indicating the existence of accident claims versus no claims can be used to identify the determinants of traffic accidents. This study compared the relative performances of logistic...

Persistent link: https://www.econbiz.de/10013200488

Predicting motor insurance claims using telematics data-XGBoost versus logistic regression

Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Risks : open access journal 7 (2019) 2/70, pp. 1-16

Persistent link: https://www.econbiz.de/10012018909

Gradient boosting learning for fraudulent publisher detection in online advertising

Sisodia, Deepti; Sisodia, Dilip Singh - In: Data Technologies and Applications 55 (2020) 2, pp. 216-232

has further aggrieved the issue. Design/methodology/approach In this paper, gradient tree boosting (GTB) learning is used …

Persistent link: https://www.econbiz.de/10014712661

Forecasting Implied Volatility Surfaces

Audrino, Francesco; Colagelo, Dominik - School of Economics and Political Science, Universität … - 2007

algorithms. Given a starting model, a tree-boosting algorithm sequentially minimizes the residuals of observed and estimated … implement a cross-validation strategy to find an optimal stopping value for the tree boosting. Back testing the out …

Persistent link: https://www.econbiz.de/10005453978