93 citations · 195 across the 11 of their papers we have counts for
3 papers · 1 filter
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
Marius Lux, Wolfgang Karl Härdle, Stefan Lessmann
Appropriate risk management is crucial to ensure the competitiveness of financial institutions and the stability of the economy. One widely used financial risk measure is Value-at-…
Improving Crime Count Forecasts Using Twitter and Taxi Data
Lara Vomfell, Wolfgang Karl Härdle, Stefan Lessmann
Crime prediction is crucial to criminal justice decision makers and efforts to prevent crime. The paper evaluates the explanatory and predictive value of human activity patterns de…
Conditional Wasserstein GAN-based Oversampling of Tabular Data for Imbalanced Learning
Justin Engelmann, Stefan Lessmann
Class imbalance is a common problem in supervised learning and impedes the predictive performance of classification models. Popular countermeasures include oversampling the minorit…