Search Results - subject:"Statistical learning theory" - EconBiz

Evaluating the household-level climate-electricity nexus across three cities through statistical learning techniques

Pezalla, Simon; Obringer, Renee - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014434518

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The...

Persistent link: https://www.econbiz.de/10012817069

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The...

Persistent link: https://www.econbiz.de/10012390030

Statistical modeling and inference in the era of Data Science and Graphical Causal modeling

Spanos, Aris - In: Journal of economic surveys 36 (2022) 5, pp. 1251-1287

Persistent link: https://www.econbiz.de/10013464568

A cost-effective approach to portfolio construction with range-based risk measures

Pun, Chi Seng; Wang, Lei - In: Quantitative finance 21 (2021) 3, pp. 431-447

Persistent link: https://www.econbiz.de/10012483832

General error estimates for the Longstaff-Schwartz least-squares Monte Carlo algorithm

Zanger, Daniel Z. - In: Mathematics of operations research 45 (2020) 3, pp. 923-946

Persistent link: https://www.econbiz.de/10012293360

Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network

Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261

Persistent link: https://www.econbiz.de/10012262660

The big data newsvendor : practical insights from machine learning

Ban, Gah-Yi; Rudin, Cynthia - In: Operations research 67 (2019) 1, pp. 90-108

Persistent link: https://www.econbiz.de/10012000794

Convergence of a least-squares Monte Carlo algorithm for American option pricing with dependent sample data

Zanger, Daniel Z. - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 447-479

Persistent link: https://www.econbiz.de/10011969162

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