Training trees on tails with applications to portfolio choice (Q2173122): Difference between revisions

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+Selecting rows and columns for training support vector regression models with large retail datasets
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+Optimal classification trees
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+An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator
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+Large data sets and machine learning: applications to statistical arbitrage
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+An interactive approach to stochastic programming-based portfolio optimization
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+Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
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+Improving the precision of classification trees
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+Active Learning
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+A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
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