Diagnosis of acute myeloid leukaemia on microarray gene expression data using categorical gradient boosted trees.

We define an iterative method for dimensionality reduction using categorical gradient boosted trees and Shapley values and created four machine learning models which potentially could be used as diagnostic tests for acute myeloid leukaemia (AML). For the final Catboost model we use a dataset of 2177 individuals using as features 16 probe sets and the age in order to classify if someone has AML or is healthy. The dataset is multicentric and consists of data from 27 organizations, 25 cities, 15 countries and 4 continents.

DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks.

Unlabelled: Determining and minimizing risk exposure pose one of the biggest challenges in the financial industry as an environment with multiple factors that affect (non-)identified risks and the corresponding decisions. Various estimation metrics are utilized towards robust and efficient risk management frameworks, with the most prevalent among them being the Value at Risk (VaR). VaR is a valuable risk-assessment approach, which offers traders, investors, and financial institutions information regarding risk estimations and potential investment insights.