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Gianluca Fabiani1,2, Nikolaos Evangelou2, Tianqi Cui2
1Modelling Engineering Risk and Complexity, Scuola Superiore Meridionale, Naples, Italy.
本研究介绍了一种机器学习框架,用于从复杂的模拟中创建减少订单模型. 该方法有效地识别了临界点,并在金融和流行病模型中量化了罕见事件的不确定性.
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