Search Results

XGBoost: A Scalable Tree Boosting System

25 code implementations9 Mar 2016

In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results on many machine learning challenges.

BIG-bench Machine Learning Clustering +5

A Brief Overview of AI Governance for Responsible Machine Learning Systems

1 code implementation21 Nov 2022

Organizations of all sizes, across all industries and domains are leveraging artificial intelligence (AI) technologies to solve some of their biggest challenges around operations, customer experience, and much more.

Reinforcement Learning for Portfolio Management

1 code implementation12 Sep 2019

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i. e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)), based on both traditional system identification (model-based approach) as well as on context-independent agents (model-free approach).

Data Augmentation Management +3

Differential Machine Learning

1 code implementation arXiv 2020

It is also applicable in many situations outside finance, where high quality first-order derivatives wrt training inputs are available.

BIG-bench Machine Learning Management +1

ExGAN: Adversarial Generation of Extreme Samples

1 code implementation17 Sep 2020

Hence, in this work, we propose ExGAN, a GAN-based approach to generate realistic and extreme samples.

Extreme Sample Generation

High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes

2 code implementations NeurIPS 2019

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting.

Anomaly Detection Management +3

Arbitrage-free neural-SDE market models

1 code implementation24 May 2021

Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books.

Time Series Time Series Analysis

3D Tensor-based Deep Learning Models for Predicting Option Price

1 code implementation5 Jun 2021

Option pricing is a significant problem for option risk management and trading.

Management

3D Neural Network for Lung Cancer Risk Prediction on CT Volumes

1 code implementation25 Jul 2020

Reducing the high error rates in lung cancer screening is imperative because of the high clinical and financial costs caused by diagnosis mistakes.

Management

Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility

1 code implementation26 Sep 2021

The empirical results obtained in this paper suggest that the hybrid models based on Multi-Transformer and Transformer layers are more accurate and, hence, they lead to more appropriate risk measures than other autoregressive algorithms or hybrid models based on feed forward layers or long short term memory cells.

Management