[PDF][PDF] Performance impact of minority class reweighting on XGBoost-based anomaly detection

A Allawala, A Ramteke, P Wadhwa - International Journal of Machine …, 2022 - ijmlc.org
This paper explores the impact of reweighting the minority class of an imbalanced fraud dataset
on the performance of an XGBoost binary classifier. Classifier performance is measured …

Bid-ask spreads, informed investors, and the firm's financial condition

V Agrawal, M Kothare, RKS Rao, P Wadhwa - The Quarterly Review of …, 2004 - Elsevier
As the firm’s financial condition worsens, informed trading increases in the firm’s stock and
uninformed traders exit the market. Market-makers widen spreads in response to the …

On the relationship between expected returns and implied volatility of interest rate-dependent...

EI Ronn, P Wadhwa - Journal of Portfolio Management, 1998 - elibrary.ru
Discusses the relationship between expected volatility of stock returns and expected market
risk premium in portfolio management. Market price of interest rate risk; Separate Trading of …

An empirical analysis of the common factors governing us dollar-libor implied volatility movements

P Wadhwa - Available at SSRN 205768, 2000 - papers.ssrn.com
Common factors governing movements in the US $ yield curve have been examined
extensively both in the academic and practitioner literature. The issue of which factors drive …

Swaps as a Synthetic Asset Class.

TM Belton, P Wadhwa - Journal of Fixed Income, 2002 - elibrary.ru
Focuses on the use of interest rate swaps as both a risk management tool and for improvement
of portfolio returns. Information on how swaps can be used to construct synthetic assets; …

Municipals As an Asset Class

P Wadhwa - The Journal of Investing, 2005 - pm-research.com
This article discusses various aspects of the municipal market, including size, investor client
base, and issuance trends. It examines the general market behavior of municipals relative to …

Interpretability of Machine Learning versus Statistical Credit Risk Models.

AK Ramteke, P Wadhwa, M Yan - Journal of Financial Data …, 2022 - search.ebscohost.com
Abstract Model interpretability is important in the banking industry for three reasons: certain
US regulations require creditors to provide consumers with the reasons for taking adverse …

Trading Strategies in the Sovereign CDS Market

P Wadhwa, K Gupta - The Journal of Investing, 2013 - pm-research.com
The sovereign credit default swap (CDS) market has gained considerable importance since
the start of the sovereign debt crisis. The authors examine typical trading strategies using …

[TXT][TXT] PRESENTED BY THE AUTHOR

P Wadhwa - repositories.lib.utexas.edu
I acknowledge the advice and encouragement received from Keith Brown, Subal Kumbhakar,
Ramesh Rao and Laura Starks in the writing of this dissertation. would like to thank Rob …

[BOOK][B] The role of liquidity in financial markets

P Wadhwa - 1996 - search.proquest.com
In the finance context, the term" liquidity" is usually associated either with" liquidity preference"
or the" ease with which an asset can be bought or sold at minimum cost." This dissertation …