Pricing Bermudan options using regression trees/random forests

Supplemental Material for Using Classification and Regression Trees (CART) and Random Forests to Analyze Attrition: Results From Two Simulations

Psychology and Aging ◽

10.1037/pag0000046.supp ◽

2015 ◽

Keyword(s):

Random Forests ◽

Regression Trees ◽

Classification And Regression Trees ◽

Classification And Regression

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Using Classification and Regression Trees (CART) and random forests to analyze attrition: Results from two simulations.

Psychology and Aging ◽

10.1037/pag0000046 ◽

2015 ◽

Vol 30 (4) ◽

pp. 911-929 ◽

Cited By ~ 44

Author(s):

Timothy Hayes ◽

Satoshi Usami ◽

Ross Jacobucci ◽

John J. McArdle

Keyword(s):

Random Forests ◽

Regression Trees ◽

Classification And Regression Trees ◽

Classification And Regression

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Important variable assessment and electricity price forecasting based on regression tree models: classification and regression trees, Bagging and Random Forests

IET Generation Transmission & Distribution ◽

10.1049/iet-gtd.2014.0655 ◽

2015 ◽

Vol 9 (11) ◽

pp. 1120-1128 ◽

Cited By ~ 36

Author(s):

Camino González ◽

Isabel Juárez ◽

José Mira-McWilliams

Keyword(s):

Random Forests ◽

Regression Tree ◽

Regression Trees ◽

Classification And Regression Trees ◽

Important Variable ◽

Electricity Price ◽

Price Forecasting ◽

Electricity Price Forecasting ◽

Tree Models ◽

Classification And Regression

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Intelligent Web caching using Adaptive Regression Trees, Splines, Random Forests and Tree Net

2011 3rd Conference on Data Mining and Optimization (DMO) ◽

10.1109/dmo.2011.5976513 ◽

2011 ◽

Cited By ~ 2

Author(s):

Sarina Sulaiman ◽

Siti Mariyam Shamsuddin ◽

Ajith Abraham

Keyword(s):

Random Forests ◽

Regression Trees ◽

Web Caching ◽

Adaptive Regression

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Supplemental Material for An Introduction to Recursive Partitioning: Rationale, Application, and Characteristics of Classification and Regression Trees, Bagging, and Random Forests

Psychological Methods ◽

10.1037/a0016973.supp ◽

2009 ◽

Cited By ~ 2

Keyword(s):

Random Forests ◽

Recursive Partitioning ◽

Regression Trees ◽

Classification And Regression Trees ◽

Classification And Regression

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Variances in the projections, resulting from CLIMEX, Boosted Regression Trees and Random Forests techniques

Theoretical and Applied Climatology ◽

10.1007/s00704-016-1812-z ◽

2016 ◽

Vol 129 (3-4) ◽

pp. 801-814 ◽

Cited By ~ 5

Author(s):

Farzin Shabani ◽

Lalit Kumar ◽

Samaneh Solhjouy-fard

Keyword(s):

Random Forests ◽

Regression Trees ◽

Boosted Regression Trees

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Combinations of Stressors in Midlife: Examining Role and Domain Stressors Using Regression Trees and Random Forests

The Journals of Gerontology Series B ◽

10.1093/geronb/gbs166 ◽

2013 ◽

Vol 68 (3) ◽

pp. 464-475 ◽

Cited By ~ 9

Author(s):

S. B. Scott ◽

B. R. Whitehead ◽

C. S. Bergeman ◽

L. Pitzer

Keyword(s):

Random Forests ◽

Regression Trees

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Data-driven switching modeling for MPC using Regression Trees and Random Forests

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2020.100882 ◽

2020 ◽

Vol 36 ◽

pp. 100882 ◽

Cited By ~ 8

Author(s):

Francesco Smarra ◽

Giovanni Domenico Di Girolamo ◽

Vittorio De Iuliis ◽

Achin Jain ◽

Rahul Mangharam ◽

...

Keyword(s):

Random Forests ◽

Regression Trees ◽

Data Driven

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An introduction to recursive partitioning: Rationale, application, and characteristics of classification and regression trees, bagging, and random forests.

Psychological Methods ◽

10.1037/a0016973 ◽

2009 ◽

Vol 14 (4) ◽

pp. 323-348 ◽

Cited By ~ 1044

Author(s):

Carolin Strobl ◽

James Malley ◽

Gerhard Tutz

Keyword(s):

Random Forests ◽

Recursive Partitioning ◽

Regression Trees ◽

Classification And Regression Trees ◽

Classification And Regression

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Detection of independent associations in a large epidemiologic dataset: a comparison of random forests, boosted regression trees, conventional and penalized logistic regression for identifying independent factors associated with H1N1pdm influenza infections

BMC Medical Research Methodology ◽

10.1186/1471-2288-14-99 ◽

2014 ◽

Vol 14 (1) ◽

Cited By ~ 21

Author(s):

Yohann Mansiaux ◽

Fabrice Carrat

Keyword(s):

Logistic Regression ◽

Random Forests ◽

Regression Trees ◽

Boosted Regression Trees ◽

Factors Associated ◽

Penalized Logistic Regression

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