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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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36811 · Jun 202019922001200920172026
48 results for Xgboost

XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms of training speed, generalization performance and parameter setup. In addition, a…

2019-11-05abs ↗pdf ↗

XGBoost learns a broad class of functions bridging empirical success and theory.

problem Understanding the function class implicitly learned by XGBoost.
method Introduced an infinite-dimensional function class and a complexity measure, showing optimizers of XGBoost are also optimizers of a penalized regression problem.
result Proved the least squares estimator achieves nearly minimax-optimal convergence rate over the function class.

A method uses ITD and XGBoost for precise power transformer fault diagnosis.

problem Fault diagnosis of power transformers using DGA data.
method Ranking DGA parameters by skewness, extracting ITD features, and using an XGBoost classifier.
result The method achieves over 95% accuracy in classification.

XGBoost detects unlawful insider trading with high accuracy.

problem Detecting unlawful insider trading from large volumes of transactions.
method Applying eXtreme Gradient Boosting (XGBoost) for identifying and ranking key features.
result XGBoost achieves 97% accuracy in detecting unlawful transactions.

We describe the multi-GPU gradient boosting algorithm implemented in the XGBoost library (https://github.com/dmlc/xgboost). Our algorithm allows fast, scalable training on multi-GPU systems with all of the features of the XGBoost library. We employ data compression techniques to minimise the usage of scarce GPU memory …

2018-06-29abs ↗pdf ↗

XGBoost is often presented as the algorithm that wins every ML competition. Surprisingly, this is true even though predictions are piecewise constant. This might be justified in high dimensional input spaces, but when the number of features is low, a piecewise linear model is likely to perform better. XGBoost was exten…

2017-10-10abs ↗pdf ↗

State-of-the-art implementations of boosting, such as XGBoost and LightGBM, can process large training sets extremely fast. However, this performance requires that the memory size is sufficient to hold a 2-3 multiple of the training set size. This paper presents an alternative approach to implementing the boosted trees…

2019-01-25abs ↗pdf ↗

A novel CAB-XDE framework predicts speculative stock prices with high accuracy.

problem Forecasting speculative stock prices in volatile markets.
method Customized attention BiLSTM with XGBoost, integrating attention mechanism and weight determination theory-error reciprocal method.
result Empirically validated with MAPE of 0.0037, MAE of 84.40, and RMSE of 106.14.

We propose a new framework of XGBoost that predicts the entire conditional distribution of a univariate response variable. In particular, XGBoostLSS models all moments of a parametric distribution (i.e., mean, location, scale and shape [LSS]) instead of the conditional mean only. Choosing from a wide range of continuou…

2019-07-06abs ↗pdf ↗

A new Randomized-Hyperopt method improves XGBoost hyperparameter tuning.

problem Improving the performance of XGBoost through hyperparameter optimization.
method Proposes Randomized-Hyperopt for XGBoost hyperparameter tuning.
result Randomized-Hyperopt outperforms other methods in terms of accuracy and execution time.

XGBoost fails to accurately identify relevant features, while interpretable methods do.

problem Accurately identifying relevant features in black-box models like XGBoost.
method Comparison of variable importance methods (CART, Optimal Trees, XGBoost, SHAP) across various experiments.
result Interpretable methods outperform black-box models in feature selection accuracy.

Dynamic classifier chains with XGBoost reduces multi-label classification costs and improves label dependency handling.

problem Static label ordering in multi-label classification limits model performance.
method Combining dynamic classifier chains with XGBoost for efficient multi-label prediction.
result Dynamic label ordering improves model performance and reduces training costs.

This paper compares preprocessing techniques for XGBoost models on various data sets.

problem Improving predictive performance of XGBoost models through optimal data preprocessing.
method Comparison of feature selection, categorical handling, and null imputation methods.
result XGBoost importance by gain is the most consistent and highest-performing method for feature selection.

Combines Xgboost and transductive SVM for semi-supervised learning.

problem Improving semi-supervised learning performance with heterogeneous tabular data.
method Proposes an optimization-based ensemble method to adaptively combine Xgboost and transductive SVM.
result Significantly improves classification accuracy over state-of-the-art methods.

Study compares machine learning algorithms for predicting SST in the Great Barrier Reef.

problem Predicting sea surface temperature in the Great Barrier Reef region.
method Ridge regression, LASSO, Random Forest, and Extreme Gradient Boosting (XGBoost) algorithms were evaluated.
result XGBoost significantly outperforms other algorithms in terms of predictive accuracy and Kullback-Leibler Divergence.

Have you ever looked at a machine learning classification model and thought, I could have made that? Well, that is what we test in this project, comparing XGBoost trained on human engineered features to training directly on data. The human engineered features do not outperform XGBoost trained di- rectly on the data, bu…

2016-09-04abs ↗pdf ↗

This paper compares machine learning models for pricing European options.

problem Pricing European options using traditional methods like Black Scholes Model.
method Google AutoML Regressor, TensorFlow Neural Networks, and XGBoost Gradient Boosting Decision Trees.
result All models outperformed the Black Scholes Model in terms of mean absolute error.

Machine learning predicts Bitcoin returns but trading performance drops with costs.

problem Trading Bitcoin predictions with transaction costs.
method XGBoost, LSTM, iTransformer models evaluated in walk-forward protocol; cost-aware execution filter implemented.
result Cost-aware execution filter restores profitability; XGBoost strategy outperforms.

This paper compares ML algorithms for PD prediction, finding XGBoost to be the most effective.

problem Predicting the probability of default in loan portfolios.
method Comparison of five ML algorithms (Random Forests, Decision Trees, XGBoost, Gradient Boosting, AdaBoost) with logistic regression.
result XGBoost outperforms other ML algorithms for PD prediction.

Framework improves financial predictions with deep learning models.

problem Adverse financial conditions like regime changes and low signal-to-noise ratios.
method Incremental use of decision trees and XGBoost models for robust performance.
result Two-layer deep ensemble of XGBoost models outperforms single models under different market regimes.

This study compares machine learning models for short-term stock price forecasting.

problem Accurate short-term stock price prediction in the NYSE.
method Compared four machine learning models (XGBoost, Random Forest, Multi-layer Perceptron, Support Vector Regression) on NYSE stocks.
result XGBoost model outperformed others with highest accuracy.

TabPFN doesn't outperform GLM and XGBoost for motor insurance pricing.

problem Improving insurance pricing models using Tabular Foundation Models (TFMs).
method Pre-training on synthetic datasets and in-context learning for inference.
result TabPFN does not consistently outperform established baselines, has longer inference times, and is sensitive to training set size.

A minimalist approach generates synthetic tabular data with sparse PCA and XGBoost.

problem Generating robust synthetic tabular data for model testing.
method Minimalistic unsupervised SparsePCA encoder with XGBoost decoder.
result The method provides an alternative to raw and quantile perturbation for model robustness testing.

In this short paper we investigate whether meta-learning techniques can be used to more effectively tune the hyperparameters of machine learning models using successive halving (SH). We propose a novel variant of the SH algorithm (MeSH), that uses meta-regressors to determine which candidate configurations should be el…

2019-09-16abs ↗pdf ↗

A novel multi-objective optimization framework improves insurance pricing fairness.

problem Exacerbated trade-offs between competing fairness criteria in insurance pricing using machine learning.
method Proposes a novel multi-objective optimization framework using NSGA-II to jointly optimize accuracy and fairness criteria.
result Consistently achieves a balanced compromise between accuracy and fairness, outperforming single-model approaches.

XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.

problem Forecasting daily log-returns in the NEPSE Index with high accuracy.
method XGBoost machine learning, feature engineering, hyperparameter optimization, walk-forward validation.
result Optimal XGBoost configuration achieves lowest log-return RMSE and MAE.

LDA-XGB1 balances fairness and accuracy in lending models.

problem Fair lending practices and model interpretability in binary classification.
method Biobjective optimization using binning and information value, leveraging XGBoost.
result Achieves effective balance between accuracy, fairness, and interpretability.