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Recent successes in the field of machine learning, as well as the availability of increased sensing and computational … capabilities in modern control systems, have led to a growing interest in learning and data-driven control techniques. Model … summarizing and categorizing previous research on learning-based MPC, i.e., the integration or combination of MPC with learning …
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This paper considers how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of different vector autoregressive models, the investor is able, each period, to revise past predictive mistakes and learn about...
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Thanks to the increasing availability of granular, yet high-dimensional, firm level data, machine learning (ML … learning (SL), the branch of ML dealing with the prediction of labelled outcomes, has been used to better predict firms …
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Data driven companies effectively use regression machine learning methods for making predictions in many sectors. Cloud …-based Azure Machine Learning Studio (MLS) has a potential of expediting machine learning experiments by offering a convenient and … powerful integrated development environment. The process of evaluating machine learning models in Azure MLS has certain …
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multi-period forecasting model that is estimated under both adaptive learning and rational expectations. Term structure … neglected in the adaptive learning literature. Relative to the rational expectations version, our estimated DSGE model under … adaptive learning largely improves the model fit to the data, which include not just macroeconomic data but also the yield …
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