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On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - 2021
Persistent link: https://www.econbiz.de/10013206037
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Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives
Diebold, Francis X.; Shin, Minchul - In: International journal of forecasting 35 (2019) 4, pp. 1679-1691
Persistent link: https://www.econbiz.de/10012305515
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Beating the simple average : egalitarian LASSO for combining economic forecasts
Diebold, Francis X.; Shin, Minchul - 2017
Persistent link: https://www.econbiz.de/10011770567
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On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - 2021
Persistent link: https://www.econbiz.de/10012431724
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On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
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Sparse and stable international portfolio optimization and currency risk management
Burkhardt, Raphael; Ulrych, Urban - In: Journal of international money and finance 139 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014478227
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Construction, management, and performance of sparse Markowitz portfolios
Henriques, Julie; Ortega, Juan-Pablo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 383-402
Persistent link: https://www.econbiz.de/10010461234
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Algorithmic fairness in credit scoring
Bono, Teresa; Croxson, Karen; Giles, Adam - In: Oxford review of economic policy 37 (2021) 3, pp. 585-617
Persistent link: https://www.econbiz.de/10012655294
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Selective linearization for multi-block statistical learning
Du, Yu; Lin, Xiaodong; Pham, Minh; Ruszczyński, Andrzej P. - In: European journal of operational research : EJOR 293 (2021) 1, pp. 219-228
Persistent link: https://www.econbiz.de/10012502477
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Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel; Rapach, David E.; Montes Schütte, Erik … - 2021
Persistent link: https://www.econbiz.de/10012433998