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  • Search: subject:"Variable importance"
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Year of publication
Subject
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variable importance 19 Variable importance 18 Forecasting model 17 Prognoseverfahren 17 Theorie 12 Theory 12 Artificial intelligence 11 Künstliche Intelligenz 11 machine learning 9 Forestry 5 Forstwirtschaft 5 Neural networks 5 Neuronale Netze 5 Random forest 5 Variable Importance 5 random forest 5 Regression analysis 4 Regressionsanalyse 4 Algorithm 3 Algorithmus 3 Attendance 3 Data Mining 3 Data mining 3 Estimation 3 Forest policy 3 Forstpolitik 3 Neural network 3 Risiko 3 Risk 3 Schätzung 3 loss function 3 Airbnb listing 2 Aktienmarkt 2 Arbeitslosenversicherung 2 Arbeitsuche 2 Automobile insurance 2 Börsenkurs 2 Capital income 2 Conditional forest 2 Consumer behaviour 2
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Online availability
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Undetermined 28 Free 21 CC license 3
Type of publication
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Article 36 Book / Working Paper 13
Type of publication (narrower categories)
All
Article in journal 22 Aufsatz in Zeitschrift 22 Working Paper 12 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 2 research-article 1
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Language
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English 38 Undetermined 11
Author
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Borup, Daniel 4 Montes Schütte, Erik Christian 4 Rapach, David E. 4 Chattopadhyay, Manojit 3 Chlebus, Marcin 3 Laan, Mark van der 3 Mitra, Subrata Kumar 3 Mueller, Steffen Q. 3 Carroll, J. 2 DeSarbo, Wayne 2 Goulet Coulombe, Philippe 2 Ickstadt, Katja 2 Knapp, Sabine 2 Rojahn, Joachim 2 Schwender, Holger 2 Schwenk-Nebbe, Sander 2 Velden, Michel van de 2 Xie, Shengkun 2 Al Janabi, Mazin A. M. 1 Bakalli, Gaetan 1 Benkeser, David 1 Birkner, Merrill 1 Borgonovo, Emanuele 1 Borowski, Piotr 1 Boulesteix, Anne-Laure 1 Bui, Dien Giau 1 Buuren, Stef 1 Ceglia, Cesarina 1 Chae, Bongsug 1 Chi, Guotai 1 Clark, Linda 1 Dinçer, Hasan 1 Emir, Senol 1 Erdem, Diba 1 Estran, Rémy 1 Fabian, Piotr 1 Fan, Juanjuan 1 Feng, Lingbing 1 Figalli, Alessio 1 Gnanadesikan, R. 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
Published in...
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International Journal of Biostatistics 3 Working papers 3 Computational Statistics & Data Analysis 2 International journal of hospitality management 2 Journal of Classification 2 Psychometrika 2 Applied economics 1 Asia-Pacific journal of financial studies 1 CREATES research paper 1 Corporate ownership & control : international scientific journal 1 Discussion Paper 1 Econometric Institute research papers 1 Finance research letters 1 Hamburg Contemporary Economic Discussions 1 Hamburg contemporary economic discussions 1 International journal of finance & banking studies : JJFBS 1 International journal of finance & economics : IJFE 1 International journal of forecasting 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of Causal Inference 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education 1 Journal of industry, competition and trade 1 Journal of supply chain management science : JSCMS 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Managerial finance 1 Maritime policy & management 1 Pacific-Basin finance journal 1 Research paper series / Swiss Finance Institute 1 Risks 1 Risks : open access journal 1 Social Indicators Research 1 Statistical Methods and Applications 1 Statistics in Transition New Series 1 Swiss Finance Institute Research Paper 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Theoretical economics letters 1
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Source
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ECONIS (ZBW) 30 RePEc 12 EconStor 6 Other ZBW resources 1
Showing 1 - 10 of 49
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Shapley curves : a smoothing perspective
Miftachov, Ratmir; Keilbar, Georg; Härdle, Wolfgang - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 2, pp. 312-323
Persistent link: https://www.econbiz.de/10015534140
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Exploration of machine learning methods for maritime risk predictions
Knapp, Sabine; Velden, Michel van de - In: Maritime policy & management 51 (2024) 7, pp. 1443-1473
Persistent link: https://www.econbiz.de/10015441977
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Forecasting the direction of the Fed's monetary policy decisions using random forest
Yoon, Jungyeon; Fan, Juanjuan - In: Journal of forecasting 43 (2024) 7, pp. 2848-2859
Persistent link: https://www.econbiz.de/10015110569
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Global sensitivity analysis via optimal transport
Borgonovo, Emanuele; Figalli, Alessio; Plischke, Elmar; … - In: Management science : journal of the Institute for … 71 (2025) 5, pp. 3809-3828
Persistent link: https://www.econbiz.de/10015446271
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The anatomy of out-of-sample forecasting accuracy
Borup, Daniel; Goulet Coulombe, Philippe; Rapach, David E. - 2022
We develop metrics based on Shapley values for interpreting time-series forecasting models, including "black-box" models from machine learning. Our metrics are model agnostic, so that they are applicable to any model (linear or nonlinear, parametric or nonparametric). Two of the metrics,...
Persistent link: https://www.econbiz.de/10014278179
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Identifying HIV sequences that escape antibody neutralization using random forests and collaborative targeted learning
Jin, Yutong; Benkeser, David - In: Journal of Causal Inference 10 (2022) 1, pp. 280-295
Abstract Recent studies have indicated that it is possible to protect individuals from HIV infection using passive infusion of monoclonal antibodies. However, in order for monoclonal antibodies to confer robust protection, the antibodies must be capable of neutralizing many possible strains of...
Persistent link: https://www.econbiz.de/10014610925
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Balancing and variable reduction of firm bankruptcy data
Olson, David L.; Chae, Bongsug - In: Journal of supply chain management science : JSCMS 3 (2022) 1/2, pp. 3-15
Financial stress experienced by supply chain elements causes stress to all members. Predictive data mining is a common tool for predicting bankruptcy. Bankruptcy often involves highly imbalanced datasets with a large number of potential variables, with bankrupt firms being by far the minority...
Persistent link: https://www.econbiz.de/10013447669
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Cover Image
The anatomy of out-of-sample forecasting accuracy
Borup, Daniel; Goulet Coulombe, Philippe; Rapach, David E. - 2022
We develop metrics based on Shapley values for interpreting time-series forecasting models, including "black-box" models from machine learning. Our metrics are model agnostic, so that they are applicable to any model (linear or nonlinear, parametric or nonparametric). Two of the metrics,...
Persistent link: https://www.econbiz.de/10013429204
Saved in:
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Corporate loan duration, macroeconomic environments, and COVID-19
Kim, Dongwoo - In: International review of economics & finance : IREF 93 (2024) 2, pp. 1088-1103
Persistent link: https://www.econbiz.de/10014535687
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Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing; Qi, Jiajun; Lucey, Brian M. - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
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