Narrow search
Showing 1 - 10 of 18,126
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
GEView (Gene Expression View) Tool for Intuitive and High Accessible Visualization of Expression Data for Non-Programmer Biologists
Hertzberg, Libi; Yitzhaky, Assif; Pasmanik-Chor, Metsada - In: International Journal of Knowledge Discovery in … 8 (2018) 1, pp. 94-105
This article describes how the last decade has been characterized by the production of huge amounts of different types of biological data. Following that, a flood of bioinformatics tools have been published. However, many of these tools are commercial, or require computational skills. In...
Persistent link: https://www.econbiz.de/10012046219
Cover Image
Exploring the factors to make e-commerce and m-commerce ubiquitous and pervasive to improve national productivity of India
Deshmukh, Sujata P.; Deshmukh, Prashant D.; Patil, … - In: International journal of productivity and quality … 28 (2019) 4, pp. 457-496
Persistent link: https://www.econbiz.de/10012158947
Cover Image
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