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Predicting with proxies : transfer learning in high dimension
Bastani, Hamsa
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2964-2984
Persistent link: https://www.econbiz.de/10012550102
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2
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
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3
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
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4
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
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5
Fast best subset selection : coordinate descent and local combinatorial optimization algorithms
Hazimeh, Hussein
;
Mazumder, Rahul
- In:
Operations research
68
(
2020
)
5
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10012301566
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6
Dynamic batch learning in high-dimensional sparse linear contextual bandits
Ren, Zhimei
;
Zhou, Zhengyuan
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1315-1342
Persistent link: https://www.econbiz.de/10014513927
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7
Subset selection with shrinkage : sparse linear modeling when the SNR is low
Mazumder, Rahul
;
Radchenko, Peter
;
Dedieu, Antoine
- In:
Operations research
71
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014308406
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8
Upper and lower bounds for the sales force deployment problem with explicit
contiguity
constraints
Haase, Knut
;
Müller, Sven
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 677-689
Persistent link: https://www.econbiz.de/10010380157
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9
Solutions for districting problems with chance-constrained balancing requirements
Diglio, Antonio
;
Peiró, Juanjo
;
Piccolo, Carmela
; …
- In:
Omega : the international journal of management science
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012581774
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10
Imposing
contiguity
constraints in political districting models
Validi, Hamidreza
;
Buchanan, Austin
;
Lykhovyd, Eugene
- In:
Operations research
70
(
2022
)
2
,
pp. 867-892
Persistent link: https://www.econbiz.de/10013365800
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