1 citations · 1 across the 3 of their papers we have counts for
3 papers
cs.LG2026
Time Aggregation Features for XGBoost Models
Mykola Pinchuk
This paper studies time aggregation features for XGBoost models in click-through rate prediction. The setting is the Avazu click-through rate prediction dataset with strict out-of-…
cs.LG2026
Intra-tree Column Subsampling Hinders XGBoost Learning of Ratio-like Interactions
Mykola Pinchuk
Many applied problems contain signal that becomes clear only after combining multiple raw measurements. Ratios and rates are common examples. In gradient boosted trees, this combin…
q-fin.PR2022★ 1 cited
Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
Mykola Pinchuk
This paper examines the effect of macroeconomic news announcements (MNA) on the stock market. Stocks exhibit a strong positive response to major MNA: 1 standard deviation of MNA su…