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Articles 1 - 3 of 3
Full-Text Articles in Computer Engineering
Qlime-A Quadratic Local Interpretable Model-Agnostic Explanation Approach, Steven Bramhall, Hayley Horn, Michael Tieu, Nibhrat Lohia
Qlime-A Quadratic Local Interpretable Model-Agnostic Explanation Approach, Steven Bramhall, Hayley Horn, Michael Tieu, Nibhrat Lohia
SMU Data Science Review
In this paper, we introduce a proof of concept that addresses the assumption and limitation of linear local boundaries by Local Interpretable Model-Agnostic Explanations (LIME), a popular technique used to add interpretability and explainability to black box models. LIME is a versatile explainer capable of handling different types of data and models. At the local level, LIME creates a linear relationship for a given prediction through generated sample points to present feature importance. We redefine the linear relationships presented by LIME as quadratic relationships and expand its flexibility in non-linear cases and improve the accuracy of feature interpretations. We coin …
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …
Comparative Study: Reducing Cost To Manage Accessibility With Existing Data, Claire Chu, Bill Kerneckel, Eric C. Larson, Nathan Mowat, Christopher Woodard
Comparative Study: Reducing Cost To Manage Accessibility With Existing Data, Claire Chu, Bill Kerneckel, Eric C. Larson, Nathan Mowat, Christopher Woodard
SMU Data Science Review
“Project Sidewalk” is an existing research effort that focuses on mapping accessibility issues for handicapped persons to efficiently plan wheelchair and mobile scooter friendly routes around Washington D.C. As supporters of this project, we utilized the data “Project Sidewalk” collected and used it to confirm predictions about where problem sidewalks exist based on real estate and crime data. We present a study that identifies correlations found between accessibility data and crime and housing statistics in the Washington D.C. metropolitan area. We identify the key reasons for increased accessibility and the issues with the current infrastructure management system. After a thorough …