Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the gradient boosting regression technique, where the goal is to predict a single numeric value. Compared to ...
Firm failure prediction is playing an increasingly important role in financial decision making. Ensemble methods have recently shown better classification performance than a single classifier, but the ...
In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a ...
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