2 papers
cs.LG2022
ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification
David Twomey, Denise Gorse
We propose a novel output layer activation function, which we name ASTra (Asymmetric Sigmoid Transfer function), which makes the classification of minority examples, in scenarios o…
cs.CE2022
Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average
Piotr Pomorski, Denise Gorse
Regime detection is vital for the effective operation of trading and investment strategies. However, the most popular means of doing this, the two-state Markov-switching regression…