Search Results - subject:"generative model"

Generating synthetic journal-entry data using variational autoencoder

Motai, Ryoki; Mashiko, Sota; Kawamata, Yuji; Shin, Ryota; … - 2025

Persistent link: https://www.econbiz.de/10015374607

Generic framework for a coherent integration of experience and exposure rating in reinsurance

Bernegger, Stefan - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 518-545

Persistent link: https://www.econbiz.de/10015154558

Breaking the sample size barrier in model-based reinforcement learning with a generative model

Li, Gen; Wei, Yuting; Chi, Yuejie; Chen, Yuxin - In: Operations research 72 (2024) 1, pp. 203-221

Persistent link: https://www.econbiz.de/10014505071

Dirichlet process log skew-normal mixture with a missing-at-random-covariate in insurance claim analysis

Kim, Minkun; Lindberg, David; Crane, Martin; … - In: Econometrics : open access journal 11 (2023) 4, pp. 1-32

In actuarial practice, the modeling of total losses tied to a certain policy is a nontrivial task due to complex distributional features. In the recent literature, the application of the Dirichlet process mixture for insurance loss has been proposed to eliminate the risk of model...

Persistent link: https://www.econbiz.de/10014507911

A general framework for portfolio construction based on generative models of asset returns

Cheng, Tuoyuan; Chen, Kan - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-21

-performance computing capabilities. We first explore diverse pairings of generative model forecasts and objective functions used for … portfolios constructed using the vine-copula generative model and the Sharpe-ratio objective function consistently outperform. To … portfolios over their benchmarks significantly surpasses that achieved by individual generative model-based portfolios over their …

Persistent link: https://www.econbiz.de/10014514017

Segmenting market structure from multi-channel clickstream data: a novel generative model

Qian, Yang; Jiang, Yuanchun; Du, Yanan; Sun, Jianshan; … - In: Electronic commerce research 20 (2020) 3, pp. 509-533

Persistent link: https://www.econbiz.de/10012287494

Context-Based Scene Understanding

Furht, Borko; Zolghadr, Esfandiar - In: International Journal of Multimedia Data Engineering … 7 (2016) 1, pp. 22-40

Context plays an important role in performance of object detection. There are two popular considerations in building context models for computer vision applications; type of context (semantic, spatial, scale) and scope of the relations (pairwise, high-order). In this paper, a new unified...

Persistent link: https://www.econbiz.de/10012046501

Theorizing and strategizing with models: Generative models of business models

Seelos, Christian - IESE Business School, Universidad de Navarra - 2010

illustrative case study, we develop a generative model that accounts for the social mechanisms that explain how business models …

Persistent link: https://www.econbiz.de/10008641469

Ridge-based method for finding curvilinear structures from noisy data

Pulkkinen, Seppo - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 89-109

obtained from a generative model. The model specifies a set of generating functions describing curvilinear structures as well …

Persistent link: https://www.econbiz.de/10011117702

A generative model and a generalized trust region Newton method for noise reduction

Pulkkinen, Seppo; Mäkelä, Marko; Karmitsa, Napsu - In: Computational Optimization and Applications 57 (2014) 1, pp. 129-165

recent years. Assuming a generative model for noisy data, we develop a probabilistic approach for separating the data …

Persistent link: https://www.econbiz.de/10010998274