Nagging Predictors

We are excited to release a new paper on aggregating neural network predictions with a focus on actuarial work. The paper examines the stability of neural network predictors at a portfolio and individual policy level and shows how the variability of these predictions can act as a data-driven metric for assessing which policies the network struggles to fit. Finally, we also discuss calibrating a meta-network on the basis of this metric to predict the aggregated results of the networks.

Here is one image from the paper which looks at the effect of “informing” the meta-network about how variable each individual policy is.

If you would like to read the paper, it can be found here:

One thought on “Nagging Predictors”

  1. Hi Ronald, Hope you are doing in this extraordinary times. Abstract looks pretty interesting but unable to download the paper.

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