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 ...

Other tree ensemble regression techniques include random forest regression (and a variant called bagging regression), and gradient boosting regression. Compared to other regression techniques, ...

This paper presents the first systematic disambiguation result of all Chinese patent inventors in the State Intellectual Property Office of China (SIPO) patent database from 1985 to 2016. We provide a ...