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Found 5 papers, 3 papers with code
Making use of supercomputers in financial machine learning
This article is the result of a collaboration between Fujitsu and Advestis.
A New Method to Compare the Interpretability of Rule-based Algorithms
The simplicity is based on the sum of the lengths of the rules derived from the predictive model.
ESG investments: Filtering versus machine learning approaches
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe.
Consistent Regression using Data-Dependent Coverings
The proof of the consistency is based on a control of the error of the empirical estimation of conditional expectations which is interesting on its own.
Rule Induction Partitioning Estimator
RIPE is a novel deterministic and easily understandable prediction algorithm developed for continuous and discrete ordered data.
