Classifier-LassoEfficient priceInformed tradingPanel error-correction modelUnobserved heterogeneityThis article proposes a new measure of efficient price as a weighted average of bid and ask prices, where the weights are constructed from the bid-ask long-run relationships in a panel error-correction ...
python LGBMClassifier 重要参数 python lasso 1. __slots__ : 申明允许赋予给实例的属性 Python默认用字典__dict__来保存类的实例属性,这会占用大量的空间。 使用__slots__后,Python不会再建立字典,只给一个slots声明的属性分配空间。 当一个类需要创建大量实例时,可以通过__slots__声明实例所需要的属性,以减...
LASSO-based feature selection and naïve Bayes classifier for crime prediction and its typeLASSOCrime predictionNaïve BayesFor centuries, crime has been viewed as random because it is based on human behavior; even now, it incorporates an excessive number of factors for current machine learning ...
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso*Wenxin HuangLiangjun SuYuan Zhuang
The feature extraction was comprised with multi scale-invariant feature transform ( MSIFT), with feature optimization with support vector machine algorithm then classified using LASSO classifier. For better performance identification, three different classification models were implemented and tested too. ...
Based on the four real-world credit risk datasets, the LASSO-MCOC with linear and RBF kernels are tested and compared with the SMCOC proposed by Zhang et al. (2019) and six basic classification methods including logistic regression, multilayer perceptron, support vector machines, Nave Bayes, k...
toxicity classifier, of which, GBDT as BV-2 cell toxicity classifier based on boosting ensemble method, Tree Parzen Estimator (TPE) was used to optimize the model hyper-parameter so as to realize better performance of the model, Lasso feature selection method was used to eliminate redundant ...