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Macroeconomic forecasting using factor models and machine learning : an application to Japan
Maehashi, Kohei; Shintani, Mototsugu - 2020
Persistent link: https://www.econbiz.de/10013329759
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A bibliometric analysis of machine learning econometrics in asset pricing
Zapata, Hector O.; Mukhopadhyay, Supratik - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-17
Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...
Persistent link: https://www.econbiz.de/10013475217
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Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020
Persistent link: https://www.econbiz.de/10012226875
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Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020
We postulate a nonlinear DSGE model with a financial sector and heterogeneous households. In our model, the interaction between the supply of bonds by the financial sector and the precautionary demand for bonds by households produces significant endogenous aggregate risk. This risk induces an...
Persistent link: https://www.econbiz.de/10012260513
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Bayesian regularisation neural network based on artificial intelligence optimisation
Yan, Dingqi; Zhou, Qi; Wang, Jianzhou; Zhang, Na - In: International journal of production research 55 (2017) 7/8, pp. 2266-2287
Persistent link: https://www.econbiz.de/10011648545
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Neural nets for indirect inference
Creel, Michael D. - 2016
Persistent link: https://www.econbiz.de/10011607329
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Workload forecasting of a logistic node using Bayesian neural networks
Nakilcioğlu, Emin Çağatay; Rizvanolli, Anisa; … - In: Changing tides : the new role of resilience and …, (pp. 237-264). 2022
Purpose: Traffic volume in empty container depots has been highly volatile due to external factors. Forecasting the … improving the work efficiency. This paper studies the relevant literature and designs a forecasting model addressing the … aforementioned issues. Methodology: The paper develops a forecasting model to predict hourly work and traffic volume of container …
Persistent link: https://www.econbiz.de/10013435448
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Application of integrated data mining techniques in stock market forecasting
Huang, Chin-yin; Lin, Philip K. P. - In: Cogent economics & finance 2 (2014) 1, pp. 2-17
market. Therefore, the current research focuses in the stock forecasting area is to improve the accuracy of stock trading … stock market forecasting. …
Persistent link: https://www.econbiz.de/10010482340
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Project cost risk analysis : a Bayesian networks approach for modeling dependencies between cost items
Khodakarami, Vahid; Abdi, Abdollah - In: International journal of project management : the … 32 (2014) 7, pp. 1233-1245
Persistent link: https://www.econbiz.de/10010408985
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - In: Journal of applied econometrics 30 (2015) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10011327648