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Beta Forecasting with Realized Beta Estimators and Machine Learning Algorithms
Doan, Bao Huy; Jayasuriya, Dulani; Lee, John B.; … - 2021
This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Forecast horizons range from 1 week up to 1 month. The machine learning algorithms employed are ridge regression, decision tree learning, adaptive boosting,...
Persistent link: https://www.econbiz.de/10013251197
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Algorithm is experiment: machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2021
Persistent link: https://www.econbiz.de/10012515858
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Algorithms for multiclass classification and regularized regression
Burg, Gerrit Jan Johannes van den - 2018
Persistent link: https://www.econbiz.de/10011863864
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Algorithm is experiment : machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2022
Persistent link: https://www.econbiz.de/10013387729
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Algorithm is experiment : machine learning, market design, and policy eligibility rules
Narita, Yusuke; Yata, Kohei - 2022
Persistent link: https://www.econbiz.de/10013393675
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Real estate trend prediction using linear regression and artificial neural network techniques
Zhou, Sophia L. - In: Global journal of business research : GJBR 16 (2022) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10013414603
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General concepts, estimation, prediction and algorithms
Gourieroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000551233
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Employing a generalized reduced gradient algorithm method to form combinations of steel price forecasts generated separately by ARIMA-TF and ANN models
Terregrossa, Salvatore Joseph; Şener, Uğur - In: Cogent economics & finance 11 (2023) 1, pp. 1-25
target variable (steel price) movement. A generalized reduced gradient algorithm (GRG) method is employed to estimate the … comparisons are made. The study finds that the combining model formed with the gradient algorithm approach in which the weights … generated by a constrained generalized reduced gradient algorithm (GRG) method. …
Persistent link: https://www.econbiz.de/10014500535
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Comparison of machine learning methods applied to the estimation of manufacturing cost of jet engine components
Loyer, Jean-Loup; Henriques, Elsa; Fontul, Mihail; … - In: International journal of production economics 178 (2016), pp. 109-119
Persistent link: https://www.econbiz.de/10011526979
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Demand estimation with machine learning and model combination
Bajari, Patrick L.; Nekipelov, Denis N.; Ryan, Stephen; … - 2015
Persistent link: https://www.econbiz.de/10010496176