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Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables
Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; … - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 132-152
Random Forests in combination with Stability Selection allow to estimate stable conditional independence graphs with an error control mechanism for false positive selection. This approach is applicable to graphs containing both continuous and discrete variables at the same time. Its performance...
Persistent link: https://www.econbiz.de/10011056520
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How does competition affect exploration vs. exploitation? : a tale of two recommendation algorithms
Cao, H. Henry; Ma, Liye; Ning, Z. Eddie; Sun, Baohong - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1029-1051
Persistent link: https://www.econbiz.de/10014513887
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Data-driven hospital admission control : a learning approach
Zhalechian, Mohammad; Keyvanshokooh, Esmaeil; Shi, Cong; … - In: Operations research 71 (2023) 6, pp. 2111-2129
Persistent link: https://www.econbiz.de/10014445029
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Exploring the industry follower's entry strategies from China's bandit business model
Wei, Chao‐Ching; Lu, Iuan‐Yuan; Kuo, Tsuang; Chiu, … - In: Chinese Management Studies 7 (2013) 3, pp. 360-381
Purpose – This present study attempted to examine the difference between brand‐name and bandit technology companies in … terms of operating models. Furthermore, the paper aimed to investigate the origin and developmental model of bandit. Design … inhibitory factors of bandit business model, and subsequently presents a causal‐effect loop of business operations development in …
Persistent link: https://www.econbiz.de/10014698141
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Pricing American options under high-dimensional models with recursive adaptive sparse expectations
Scheidegger, Simon; Treccani, Adrien - In: Journal of financial econometrics 19 (2021) 2, pp. 258-290
Persistent link: https://www.econbiz.de/10012620053
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Testing endogeneity with high dimensional covariates
Guo, Zijian; Kang, Hyunseung; Cai, T. Tony; Small, Dylan S. - In: Journal of econometrics 207 (2018) 1, pp. 175-187
Persistent link: https://www.econbiz.de/10012116193
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High dimensional threshold model with a time-varying threshold based on Fourier approximation
Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 83-117
Persistent link: https://www.econbiz.de/10014506889
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Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
Maliar, Lilia; Maliar, Serguei - In: Handbook of computational economics : volume 3, (pp. 325-477). 2014
We survey numerical methods that are tractable in dynamic economic models with a finite, large number of continuous state variables. (Examples of such models are new Keynesian models, life-cycle models, heterogeneous-agents models, asset-pricing models, multisector models, multicountry models,...
Persistent link: https://www.econbiz.de/10014025715
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High-dimensional censored regression via the penalized Tobit likelihood
Jacobson, Tate; Zou, Hui - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 286-297
Persistent link: https://www.econbiz.de/10014449928
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The Curse of Free-Will and the Paradox of Inevitable Regret
Pearl, Judea - In: Journal of Causal Inference 1 (2013) 2, pp. 255-257
Abstract The paradox described below aims to clarify the principles by which empirical data are harnessed to guide decision making. It is motivated by the practical question of whether empirical assessments of the effect of treatment on the treated (ETT) can be useful for either policy...
Persistent link: https://www.econbiz.de/10014610806