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  • Search: subject:"bootstrap aggregating"
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Year of publication
Subject
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bootstrap aggregating 4 Bootstrap approach 2 Bootstrap-Verfahren 2 D/S/A algorithm 2 Portfolio selection 2 Portfolio-Management 2 Private Altersvorsorge 2 Private retirement provision 2 Theorie 2 Theory 2 Variable annuity 2 censoring 2 cross-validation 2 diffuse large-B-cell lymphoma 2 portfolio valuation 2 Aggregation 1 Bootstrap-Aggregation 1 Data Mining 1 Data mining 1 Financial analysis 1 Finanzanalyse 1 Forecasting model 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Time series analysis 1 Zeitreihenanalyse 1 hybrid framework 1 metamodeling 1 random forest 1 regression tree 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3 Undetermined 2
Author
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Laan, Mark van der 2 Li, Shu 2 Neugebauer, Romain 2 Sinisi, Sandra 2 Gweon, Hyukjun 1 Gweon, Hyukjun Jay 1 Inoue, Atsushi 1 Kilian, Lutz 1 Mamon, Rogemar 1
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Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 2 Statistical Applications in Genetics and Molecular Biology 2 Discussion paper / Centre for Economic Policy Research 1
Source
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ECONIS (ZBW) 3 RePEc 2
Showing 1 - 5 of 5
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A hybrid data mining framework for variable annuity portfolio valuation
Gweon, Hyukjun; Li, Shu - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 580-595
Persistent link: https://www.econbiz.de/10014342524
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An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay; Li, Shu; Mamon, Rogemar - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
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Cross-Validated Bagged Prediction of Survival
Sinisi, Sandra; Neugebauer, Romain; Laan, Mark van der - In: Statistical Applications in Genetics and Molecular Biology 5 (2009) 1, pp. 12-12
In this article, we show how to apply our previously proposed Deletion/Substitution/Addition algorithm in the context of right-censoring for the prediction of survival. Furthermore, we introduce how to incorporate bagging into the algorithm to obtain a cross-validated bagged estimator. The...
Persistent link: https://www.econbiz.de/10005046589
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Cross-Validated Bagged Prediction of Survival
Sinisi, Sandra; Neugebauer, Romain; Laan, Mark van der - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 12-12
In this article, we show how to apply our previously proposed Deletion/Substitution/Addition algorithm in the context of right-censoring for the prediction of survival. Furthermore, we introduce how to incorporate bagging into the algorithm to obtain a cross-validated bagged estimator. The...
Persistent link: https://www.econbiz.de/10005246458
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Cover Image
Bagging time series models
Inoue, Atsushi - 2004
Persistent link: https://www.econbiz.de/10013424407
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