169 citations · 369 across the 14 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
stat.ME2020★ 1 cited
Forecast with Forecasts: Diversity Matters
Yanfei Kang, Wei Cao, Fotios Petropoulos +1
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy…
cs.LG2020★ 27 cited
MESA: Boost Ensemble Imbalanced Learning with MEta-SAmpler
Zhining Liu, Pengfei Wei, Jing Jiang +3
Imbalanced learning (IL), i.e., learning unbiased models from class-imbalanced data, is a challenging problem. Typical IL methods including resampling and reweighting were designed…
q-fin.ST2020
Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction
Chi Chen, Li Zhao, Wei Cao +2
Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the train…