65 citations · 158 across the 27 of their papers we have counts for
3 papers · 1 filter
Rethinking Log Odds: Linear Probability Modelling and Expert Advice in Interpretable Machine Learning
Danial Dervovic, Nicolas Marchesotti, Freddy Lecue +1
We introduce a family of interpretable machine learning models, with two broad additions: Linearised Additive Models (LAMs) which replace the ubiquitous logistic link function in G…
Optimal Stopping with Gaussian Processes
Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali +2
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets. We show that str…
Optimal Admission Control for Multiclass Queues with Time-Varying Arrival Rates via State Abstraction
Marc Rigter, Danial Dervovic, Parisa Hassanzadeh +3
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by identical ser…