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Machine learning-based classifiers ensemble for credit risk assessment

Pandey, Trilok Nath; Jagadev, Alok Kumar; Choudhury, D.; … - In: International journal of electronic finance : IJEF 7 (2013) 3/4, pp. 227-249

Persistent link: https://www.econbiz.de/10010400393

Forecasting with many predictors - Is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

This paper evaluates the forecast performance of boosting, a variable selection device, and compares it with the … comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …

Persistent link: https://www.econbiz.de/10010427583

Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods

Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354

Persistent link: https://www.econbiz.de/10012030940

Looking into the black box of the Korean economy : the sparse factor model approach

Kim, Hyun Hak - In: Journal of the Asia Pacific economy 23 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011959151

Forecasting with many predictors : is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

Persistent link: https://www.econbiz.de/10008757436

Analysing farmland rental rates using Bayesian geoadditive quantile regression

März, Alexander; Klein, Nadja; Kneib, Thomas; … - 2014 - This version: February 14, 2014

Empirical studies on farmland rental rates have predominantly concentrated on modelling conditional means using spatial autoregressive models, where a linear functional form between the response and the covariates is usually assumed. However, if it is in fact non-linear, misspecifying the...

Persistent link: https://www.econbiz.de/10010242847

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

Predicting recessions with leading indicators : model averaging and selection over the business cycle

Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471

Persistent link: https://www.econbiz.de/10011343630

Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - 2020

Persistent link: https://www.econbiz.de/10013329759