In this work we show that prediction uncertainty estimates gleaned from deep learning models can be useful inputs for influencing the relative allocation of risk capital across trades. In this way, consideration of uncertainty is important because it...
In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum and the rest...
This article presents a family of Stochastic Cartographic Occupancy Prediction Engines (SCOPEs) that enable mobile robots to predict the future states of complex dynamic environments. They do this by accounting for the motion of the robot itself, the...
This paper presents two variations of a novel stochastic prediction algorithm that enables mobile robots to accurately and robustly predict the future state of complex dynamic scenes. The proposed algorithm uses a variational autoencoder to predict a...
This paper presents the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance company. Because in this case the error of prediction is expressed by a complex analytical formula, the error bootstrap estimator is propo...
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This paper proposes a novel deep reinforcement learning architecture that was inspired by previous tree structured architectures which were only useable in discrete action spaces. Policy Prediction Network offers a way to improve sample complexity an...
`scores` is a Python package containing mathematical functions for the verification, evaluation and optimisation of forecasts, predictions or models. It supports labelled n-dimensional (multidimensional) data, which is used in many scientific fields...
Jun 23, 2020 · We asked our 2020 intake of Technology Pioneers for their views on how technology will change the world in the next five years. Here are their predictions.
The Concept Bottleneck Models (CBMs) of Koh et al. [2020] provide a means to ensure that a neural network based classifier bases its predictions solely on human understandable concepts. The concept labels, or rationales as we refer to them, are learn...
Predicting absolute magnitude of fluctuations of price, even if their sign remains unknown, is important for risk analysis and for option prices. In the present work, we display our predictions about absolute magnitude of daily fluctuations of the...
Jun 23, 2020 · We asked our 2020 intake of Technology Pioneers for their views on how technology will change the world in the next five years. Here are their predictions.
3 days ago · Dem lawmakers blasted prediction markets after suspected insiders made more than $1 million from contracts tied to the US-Israeli air strikes on Iran over the weekend – including an...
1 day ago · Senators propose ban on US gov’t officials doing prediction market trading The bill comes as an anonymous user on Polymarket made more than $500,000 by taking a position that the United …