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recently been proposed that can be seen as refinements of discrimination measures, including variants of the AUC (Area Under … the ROC curve), such as the H index. It is widely recognized that AUC suffers from lack of coherency especially when ROC …
Persistent link: https://www.econbiz.de/10010842822
Persistent link: https://www.econbiz.de/10009325767
In this paper various ensemble learning methods from machine learning and statistics are considered and applied to the customer choice modeling problem. The application of ensemble learning usually improves the prediction quality of flexible models like decision trees and thus leads to improved...
Persistent link: https://www.econbiz.de/10005450872
In this paper various ensemble learning methods from machine learning and statistics are considered and applied to the customer choice modeling problem. The application of ensemble learning usually improves the prediction quality of flexible models like decision trees and thus leads to improved...
Persistent link: https://www.econbiz.de/10010731879
The area under Receiver Operating Characteristic (ROC) curve, also known as the AUC-index, is commonly used for ranking … the performance of data mining models. The AUC has many merits, such as objectivity and ease of interpretation. However … proposed AUK-index compensates for the above basic flaw of the AUC by being sensitive to the class distribution. Therefore it …
Persistent link: https://www.econbiz.de/10010731206
The area under Receiver Operating Characteristic (ROC) curve, also known as the AUC-index, is commonly used for ranking … the performance of data mining models. The AUC has many merits, such as objectivity and ease of interpretation. However … proposed AUK-index compensates for the above basic flaw of the AUC by being sensitive to the class distribution. Therefore it …
Persistent link: https://www.econbiz.de/10008484125
Persistent link: https://www.econbiz.de/10005613248
-space representation of the second-order solution based on the ‘pruning’ scheme of Kim et al. (J Econ Dyn Control 32 … competitive with the standard particle filter. Use of the pruning scheme distinguishes the filter here from the deterministic …
Persistent link: https://www.econbiz.de/10011155123
-space representation of the second-order solution based on the ‘pruning’ scheme of Kim, Kim, Schaumburg and Sims (2008). By contrast to …
Persistent link: https://www.econbiz.de/10011084304
We present a new approach to the approximation of equilibrium solutions to nonlinear rational expectations models that applies to any order of approximation. The approach relies on a particular version of Taylor series approximations-the differential version-and on a scalar perturbation of the...
Persistent link: https://www.econbiz.de/10011094567