Results 101 to 110 of about 13,312 (255)

Fairness amidst non‐IID graph data: A literature review

AI Magazine
AbstractThe growing importance of understanding and addressing algorithmic bias in artificial intelligence (AI) has led to a surge in research on AI fairness, which often assumes that the underlying data are independent and identically distributed (IID).
Wenbin Zhang 0002, Jeremy C. Weiss, Shuigeng Zhou, Toby Walsh   +3 more
openaire   +2 more sources

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

A thorough assessment of the non-IID data impact in federated learning

Journal of Industrial Information Integration
Federated learning (FL) allows collaborative machine learning (ML) model training among decentralized clients' information, ensuring data privacy. The decentralized nature of FL deals with non-independent and identically distributed (non-IID) data. This open problem has notable consequences, such as decreased model performance and more significant ...
Daniel Mauricio Jimenez Gutierrez, Mehrdad Hassanzadeh, Aris Anagnostopoulos, Ioannis Chatzigiannakis, Andrea Vitaletti   +4 more
openaire   +3 more sources

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Differentially Private Federated Clustering Over Non-IID Data

IEEE Internet of Things Journal
34 pages, 4 figures, 1 ...
Yiwei Li 0003, Shuai Wang 0033, Chong-Yung Chi, Tony Q. S. Quek   +3 more
openaire   +2 more sources

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Non-IID and aware federated intrusion detection with PBFT with secured model aggregation for multi institutional healthcare internet of things networks

Scientific Reports
Multi-institutional healthcare Internet of Things (IoT) networks face a core challenge between combined intrusion detection and patient data privacy.
Sudhakar Sengan, Chin-Shiuh Shieh
doaj   +1 more source

FedDB: A Federated Learning Approach Using DBSCAN for DDoS Attack Detection

Applied Sciences
The rise of Distributed Denial of Service (DDoS) attacks on the internet has necessitated the development of robust and efficient detection mechanisms. DDoS attacks continue to present a significant threat, making it imperative to find efficient ways to ...
Yi-Chen Lee, Wei-Che Chien, Yao-Chung Chang   +2 more
doaj   +1 more source

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

Journal of Futures Markets, EarlyView.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye   +2 more
wiley   +1 more source