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Data analytics for non-life insurance pricing
Wüthrich, Mario V.; Buser, Christoph - 2017 - Draft lecture notes, version January 27, 2017
regression trees, bagging, random forest, boosting machines and neural networks. Finally, we provide methodologies for analysing …
Persistent link: https://www.econbiz.de/10011625588
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Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert - In: Computational economics 45 (2015) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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Tractable likelihood-based estimation of non-linear DSGE models using higher-order approximations
Kollmann, Robert - 2016
Persistent link: https://www.econbiz.de/10011672370
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Loss-based variational Bayes prediction
Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021
Persistent link: https://www.econbiz.de/10012614593
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Evaluating predictive count data distributions in retail sales forecasting
Kolassa, Stephan - In: International journal of forecasting 32 (2016) 3, pp. 788-803
Persistent link: https://www.econbiz.de/10011621813
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A security analyst's action recommendations : an application of recursive partitioning to modelling judgement
Howieson, Bryan - In: Australian journal of management 16 (1991) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10001122541
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Estimating heterogeneous reactions to experimental treatments
Engel, Christoph - In: Journal of economic behavior & organization : JEBO 178 (2020), pp. 124-147
Persistent link: https://www.econbiz.de/10012438304
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Estimating heterogeneous reactions to experimental treatments
Engel, Christoph - 2019 - This version: January 20, 2019
Frequently in experiments there is not only variance in the reaction of participants to treatment. The heterogeneity is patterned: discernible types of participants react differently. In principle, a finite mixture model is well suited to simultaneously estimate the probability that a given...
Persistent link: https://www.econbiz.de/10011977868
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Boosting nonlinear predictability of macroeconomic time series
Kauppi, Heikki; Virtanen, Timo - In: International journal of forecasting 37 (2021) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10012692684
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Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif; Ng, Serena - In: Journal of econometrics 224 (2021) 1, pp. 60-87
Persistent link: https://www.econbiz.de/10013275363