Search Results - subject:"variable importance"

Improving explainability of major risk factors in artificial neural networks for auto insurance rate regulation

Xie, Shengkun - In: Risks : open access journal 9 (2021) 7, pp. 1-21

rate regulation purposes. This requirement may imply the need for estimating or evaluating the variable importance when …. ANN models are applied to meet this goal, and variable importance is measured to improve the model's explainability due to … the models' complex nature. The results obtained from different variable importance measurements are compared, and …

Persistent link: https://www.econbiz.de/10012598958

Machine learning in the prediction of flat horse racing results in Poland

Borowski, Piotr; Chlebus, Marcin - 2021

Persistent link: https://www.econbiz.de/10012795183

Momentum in machine learning : evidence from the Taiwan stock market

Bui, Dien Giau; Kong, De-Rong; Lin, Chih-Yung; Lin, Tse-Chun - In: Pacific-Basin finance journal 82 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463357

Mixed-frequency machine learning : nowcasting and backcasting weekly initial claims with daily internet search volume data

Borup, Daniel; Rapach, David E.; Montes Schütte, Erik … - In: International journal of forecasting 39 (2023) 3, pp. 1122-1144

Persistent link: https://www.econbiz.de/10014465249

Forecasting Korean stock returns with machine learning

Noh, Hohsuk; Jang, Hyuna; Yang, Cheol-Won - In: Asia-Pacific journal of financial studies 52 (2023) 2, pp. 193-241

Persistent link: https://www.econbiz.de/10014315552

Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools

Chlebus, Marcin; Osika, Zuzanna - 2020

Persistent link: https://www.econbiz.de/10012322146

Towards better understanding of complex machine learning models using explainable Artificial Intelligence (XAI) : case of Credit Scoring modelling

Kłosok, Marta; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322173

Swag: a wrapper method for sparse learning

Molinari, Roberto; Bakalli, Gaetan; Guerrier, Stéphane; … - 2020

Predictive power has always been the main research focus of learning algorithms with the goal of minimizing the test error for supervised classification and regression problems. While the general approach for these algorithms is to consider all possible attributes in a dataset to best predict...

Persistent link: https://www.econbiz.de/10012270791

Leveraging random forest in micro-enterprises credit risk modelling for accuracy and interpretability

Uddin, Mohammad S.; Chi, Guotai; Al Janabi, Mazin A. M.; … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3713-3729

Persistent link: https://www.econbiz.de/10013330746

Importance of ESG factors in sovereign credit ratings

Pineau, Edouard; Le, Phuong; Estran, Rémy - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013478587