Artificial Neural Network

A unifying partially-interpretable framework for neural network-based extreme quantile regression

Raphaël Huser, Associate Professor, Statistics

Nov 29, 12:00 - 13:00

B9 L2 R2322

Artificial Neural Network quantile regression

In this paper, we propose a new methodological framework for performing extreme quantile regression using artificial neural networks, which are able to capture complex non-linear relationships and scale well to high-dimensional data.