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Forecasting model
3
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Sparse Bayesian variable selection
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Forecasting U.S. recessions
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Genetic algorithms
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Highly correlated predictors
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Computational economics
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Indicator selection of index construction by adaptive lasso with a generic [epsilon]-insensitive loss
Ye, Yafen
;
Chi, Renyong
;
Shao, Yuan-Hai
;
Li, Chun-Na
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 971-990
Persistent link: https://www.econbiz.de/10013380861
Saved in:
2
Sparse Bayesian
variable
selection
with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun
;
Xiang, Ju
;
Shu, Lianjie
;
Yang, Hongqiang
- In:
Computational economics
51
(
2018
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10011963673
Saved in:
3
Sparse Bayesian
variable
selection
in probit model for forecasting U.S. recessions using a large set of predictors
Yang, Aijun
;
Xiang, Ju
;
Yang, Hongqiang
;
Jinguan, Lin
- In:
Computational economics
51
(
2018
)
4
,
pp. 1123-1138
Persistent link: https://www.econbiz.de/10011972241
Saved in:
4
Forecasting financial failure of firms via genetic algorithms
Acosta-González, Eduardo
;
Fernández Rodríguez, Fernando
- In:
Computational economics
43
(
2014
)
2
,
pp. 133-157
Persistent link: https://www.econbiz.de/10010249712
Saved in:
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