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Regression is a novel nonparametric methodology that has been developed in the context of statistical learning theory and until …
Persistent link: https://www.econbiz.de/10014217379
In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time … predictive ability are brie y reviewed. Finally, we discuss application of machine learning in economics and finance and provide …
Persistent link: https://www.econbiz.de/10012390030
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Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...
Persistent link: https://www.econbiz.de/10003770766
Motivated by recurrent neural networks, this paper proposes a recurrent support vector regression (SVR) procedure to forecast nonlinear ARMA model based simulated data and real data of financial returns. The forecasting ability of the recurrent SVR based ARMA model is compared with five...
Persistent link: https://www.econbiz.de/10012997751
Support Vector Machines (SVMs) have become a popular tool for learning with large amounts of high dimensional data … terms of time and memory consumption or because the SVM may be used in an online learning setting. In this paper an approach … for incremental learning with Support Vector Machines is presented, that improves existing approaches. Empirical evidence …
Persistent link: https://www.econbiz.de/10009772051
when expectations are formed by adaptive learning within a nonlinear approximation of a model. This novel approach is … applied to a standard New Keynesian model that is estimated using U.S. data. The nonlinear model with adaptive learning … improves model fit compared to the linearized model with and without adaptive learning as well as the nonlinear model with …
Persistent link: https://www.econbiz.de/10014353861
Data driven companies effectively use regression machine learning methods for making predictions in many sectors. Cloud …-based Azure Machine Learning Studio (MLS) has a potential of expediting machine learning experiments by offering a convenient and … powerful integrated development environment. The process of evaluating machine learning models in Azure MLS has certain …
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