Category: PAPERS

Model Selection Algorithms in Forecasting

Model Selection Algorithms in Forecasting

Lectures for Institute of Applied Mathematics, Middle East Technical University Problem Statements in Time Series Forecasting Part1: PDF The talk includes statements of the machine learning problems in risk management, as well as consumption...

Basic Understanding of Quantitative Modelling

Basic Understanding of Quantitative Modelling

The main goal is to show how a quantitative model could be recognized among daily routines. The model is a mathematical representation of our knowledge about some investigated phenomenon. See the presentation.

Presentations

Presentations

Bank credit scoring: automatic model generation and selection, Seminar on Data Analysis in Business Application at the Moscow State University: Sept 2010 (Rus) [strijov10scoring_slides_ru.pdf, Ru] How to make Integral Indicators using Data and Expert...

Papers

Papers

Please note that papers in English are marked «En», otherwise they are «Ru». 2013 Skipor K., Strijov V. Метод наименьших углов для логистической регрессии // Вычислительные технологии, 2013, ? &#151 ?. 2012 Kuznetsov M., Strijov V. Fast...