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, with horizon = 12 and horizon
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Out-of-sample predictions and 80%, 95% confidence intervals for SLC14.1 (with seed = 123) ,
Out-of-sample predictions and 80%, 95% confidence intervals for SLC14.2 (with seed = 123) ,
Out-of-sample predictions and 80%, 95% confidence intervals for SLC14.1 (with seed = 456) ,
Out-of-sample predictions and 80%, 95% confidence intervals for SLC14.2 (with seed = 456) ,
Rescaled Branin function perspective plot ,
Rescaled Branin function level plot ,
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, Left: With Expected Improvement (EI) Right: With Upper Confidence Bound (UCB)-Random Forest, p.125
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Summary of the data for 1 year, 10 years and 20 years spot rates time series (in %) ,
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Summary of minimum values found for the rescaled Branin function, as a function of the number of iterations (with Expected Improvement) with BQRVFL ,
Summary of minimum values found for the rescaled Branin function, as a function of the number of iterations (with Upper Confidence Bound) with BQRVFL ,
Summary of minimum values found for the rescaled Branin function, as a function of the number of iterations (with Expected Improvement) with Random Forest ,
Summary of minimum values found for the rescaled Branin function, as a function of the number of iterations (with Upper Confidence Bound) with Random Forest ,
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