Narrow search
Showing 1 - 10 of 28,530
Cover Image
Anchoring and asymmetric information in the real estate market : a machine learning approach
Cheung, Ka Shing; Chan, TszKin Julian; Li, Sijie; Yiu, … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-22
contract theory predicts that non-local buyers may pay such a price premium because of the higher cost of gathering information …
Persistent link: https://www.econbiz.de/10012628358
Cover Image
Demand estimation with machine learning and model combination
Bajari, Patrick L.; Nekipelov, Denis N.; Ryan, Stephen; … - 2015
Persistent link: https://www.econbiz.de/10010496176
Cover Image
Does machine learning prediction dampen the information asymmetry for non-local investors?
Jung, Jinwoo; Kim, Jihwan; Jin, Changha - In: International journal of strategic property management 26 (2022) 5, pp. 345-361
Persistent link: https://www.econbiz.de/10014279581
Cover Image
Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models
Reikard, Gordon - In: International economic journal 37 (2023) 2, pp. 202-219
Persistent link: https://www.econbiz.de/10014295003
Cover Image
The efficient market hypothesis through the eyes of an artificial technical analyst
Yusupov, Timur - 2007
Persistent link: https://www.econbiz.de/10003500721
Cover Image
Are we approaching an economic singularity? : information technology and the future of economic growth
Nordhaus, William D. - 2015
Persistent link: https://www.econbiz.de/10011381889
Cover Image
Are we approaching an economic singularity? : information technology and the future of economic growth
Nordhaus, William D. - 2015
Persistent link: https://www.econbiz.de/10011350221
Cover Image
Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng, Yaohao; Albuquerque, Pedro H. - In: Applied mathematical finance 26 (2019) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10012210260
Cover Image
Dynamic Factor Trees and Forests : a theory-led machine learning framework for non-linear and state-dependent short-term U.S. GDP growth predictions
Wochner, Daniel - 2020 - This version: January 31, 2020
theory (cf. e.g. Mukherjee, 2017; Veltri, 2017). This article proposes so-called Dynamic Factor Trees (DFT) and Dynamic … reduce to the standard Dynamic Factor Model (DFM) as a special case and allow us to embed theory-led factor models in …
Persistent link: https://www.econbiz.de/10012172506
Cover Image
Extracting statistical factors when betas are time-varying
Gagliardini, Patrick; Ma, Hao - 2019 - This version: July 2019
This paper deals with identification and inference on the unobservable conditional factor space and its dimension in large unbalanced panels of asset returns. The model specification is nonparametric regarding the way the loadings vary in time as functions of common shocks and individual...
Persistent link: https://www.econbiz.de/10012176811