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Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application

Stelmach, Marek; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322114

Size does matter : a study on the required window size for optimal quality market risk models

Buczyńsk, Mateusz; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322119

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

So close and so far : finding similar tendencies in econometrics and machine learning papers : topic models comparison

Świtała, Maciej Stefan; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322168

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

HRP performance comparison in portfolio optimization under various codependence and distance metrics

Barziy, Illya; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322189

Nvidia's stock returns prediction using machine learning techniques for time series forecasting problem

Chlebus, Marcin; Dyczko, Michał; Woźniak, Michał - 2020

Persistent link: https://www.econbiz.de/10012322190

Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model

Heba, Mateusz; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322239

Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions

Szubzda, Filip; Chlebus, Marcin - In: Central European economic journal 6 (2019) 53, pp. 70-85

The aim of the presented study was to assess the quality of VaR forecasts in various states of the economic situation. Two approaches based on the extreme value theory were compared: Block Maxima and the Peaks Over Threshold. Forecasts were made on the daily closing prices of 10 major indices in...

Persistent link: https://www.econbiz.de/10012302139

One-day prediction of state of turbulence for portfolio : models for binary dependent variable

Chlebus, Marcin - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2015

Persistent link: https://www.econbiz.de/10011755179