Two-stage Modeling for Prediction with Confidence
@article{Chen2022TwostageMF, title={Two-stage Modeling for Prediction with Confidence}, author={Dangxing Chen}, journal={2022 IEEE 34th International Conference on Tools with Artificial Intelligence (ICTAI)}, year={2022}, pages={1-5} }
The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift. Several efforts have been made to identify potential out-of-distribution inputs. Although existing literature has made significant progress with regard to images and textual data, finance has been overlooked. The aim of this paper is to investigate the…
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