FAMILIES OF CLASSIFIERS – APPLICATION IN DATA

• Authors: Urszula Grzybowska , Marek Karwański
• Languages of publication: EN

Abstracts

EN

Economic description of firms and companies is based on a number of indicators. The indicators are related to each other and can be considered only in a specific context. Regression models allow for such approach. Unfortunately, the problems we deal with are usually nonlinear and the choice of relevant information is very difficult. The aim of the paper is to present a method of variable selection based on random forest and gradient boosting approach and its application to companies ranking in DEA method. The results will be compared with the ordering obtained using expert supported approach for variable selection in DEA.

Keywords

EN

random forests; gradient boosting; DEA; rating classes; variable selection; ranking; high rated portfolio

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2014
• Volume: 15
• Issue: 2
• Pages: 94-101

Dates

published

2014

Contributors

author

Urszula Grzybowska

• Department of Informatics Warsaw University of Life Sciences – SGGW

author

Marek Karwański

• Department of Informatics Warsaw University of Life Sciences – SGGW

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