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Estimating the anomaly base rate
Chinco, Alex; Neuhierl, Andreas; Weber, Michael - In: Journal of financial economics 140 (2021) 1, pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
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A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 211 (2019) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
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Predicting recessions in Germany with boosted regression trees
Döpke, Jörg; Fritsche, Ulrich; Pierdzioch, Christian - 2015 - First version: October 2015
We use a machine-learning approach known as Boosted Regression Trees (BRT) to reexamine the usefulness of selected …
Persistent link: https://www.econbiz.de/10011381289
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Student and school performance across countries : a machine learning approach
Masci, Chiara; Johnes, Geraint; Agasisti, Tommaso - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1072-1085
Persistent link: https://www.econbiz.de/10011866842
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Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014316039
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Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023
Persistent link: https://www.econbiz.de/10014316040
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Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023
Persistent link: https://www.econbiz.de/10014295302
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864
Persistent link: https://www.econbiz.de/10010513848