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Novel approach to choosing principal components number in logistic regression
Vrigazova, Borislava - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 7 (2021) 1, pp. 1-12
the bootstrap procedure for model selection. We call this procedure the Bootstrapped-ANOVA PCA selection. Our results … combining principal components with the ANOVA selection. To improve the accuracy resulting from our automatic approach, we use …
Persistent link: https://www.econbiz.de/10013170122
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ANOVA bootstrapped principal components analysis for logistic regression
Toleva, Borislava - In: Croatian review of economic, business and social … 8 (2022) 1, pp. 18-31
necessarily be ordered. The ANOVA bootstrapped PCA classification we propose is novel as it automatically selects the number of …Principal components analysis (PCA) is often used as a dimensionality reduction technique. A small number of principal … components is selected to be used in a classification or a regression model to boost accuracy. A central issue in the PCA is how …
Persistent link: https://www.econbiz.de/10013279710
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Bootstrap inference under cross-sectional dependence
Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative Economics 14 (2023) 2, pp. 511-569
In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross …-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent … bootstrap of Shao (2010) and generates data by multiplying a vector of independently and identically distributed external …
Persistent link: https://www.econbiz.de/10014536878
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Bootstrap inference under cross-sectional dependence
Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 511-569
In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross …-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent … bootstrap of Shao (2010) and generates data by multiplying a vector of independently and identically distributed external …
Persistent link: https://www.econbiz.de/10014308576
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Machine Learning at Central Banks
Chakraborty, Chiranjit - 2017
We introduce machine learning in the context of central banking and policy analyses. Our aim is to give an overview broad enough to allow the reader to place machine learning within the wider range of statistical modelling and computational analyses, and provide an idea of its scope and...
Persistent link: https://www.econbiz.de/10012948433
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Global and Asset Class Diversified ETF Portfolio Strategy - A Convex Mean/CVaR Optimization Approach using Dynamic Copulas with Flexible Probabilities
Mantesso F, Flavio; Ahmed, Joe; Flores, Mauro - 2023
One of the most important factors to control for the achievements of investment portfolio returns is risk. If we only think that a 100% positive return is needed to recover a portfolio loss of 50%, we can understand why. With the advent of the exponential growth of technology usage in markets,...
Persistent link: https://www.econbiz.de/10014254526
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NEURAL NETWORK PRINCIPLES TO CLASSIFY ECONOMIC DATA
Raluca-Mariana, STEFAN; Mariuta, SERBAN - In: Revista Economica 63.4-5 (2012) 4-5, pp. 223-233
The increased globalization makes every country more and more responsible for its actions that are meant to support the price stability and the fiscal position sustainability in an unpredictable world. Decisions makers can provide the right solutions to overcome the latest global economic crisis...
Persistent link: https://www.econbiz.de/10010602650
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Sensitivity Analysis of Composite Indicators through Mixed Model Anova
Davino, Cristina; Romano, Rosaria - Dipartimento di Studi Sullo Sviluppo Economico (DISSE), … - 2011
The paper proposes a new approach for analysing the stability of Composite Indicators. Starting from the consideration that different subjective choices occur in their construction, the paper emphasizes the importance of investigating the possible alternatives in order to have a clear and...
Persistent link: https://www.econbiz.de/10008865895
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Patent claim's impact on stock return rate based on China stock market's empirical study
Tsai, Hong-Wen; Che, Hui-Chung; Bai, Bo - In: International Journal of Business and Economic Sciences … 15 (2022) 1, pp. 27-46
hypothesis was tested using the analysis variance (ANOVA). Findings: This research found that the average claim count per patent …
Persistent link: https://www.econbiz.de/10014434593
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Statistical analysis of interdependence of ICT and economic development of selected European countries
Stamenković, Milan; Milanović, Marina; Rejman … - In: Ekonomske teme 59 (2021) 2, pp. 259-280
Index; and (b) by applying the ANOVA method and using the values of GDP per capita, testing the validity of assumption …
Persistent link: https://www.econbiz.de/10012888080