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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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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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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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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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Dynamic assortment personalization in high dimensions
Kallus, Nathan; Udell, Madeleine - In: Operations research 68 (2020) 4, pp. 1020-1037
Persistent link: https://www.econbiz.de/10012288348
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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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The weighted nonnegative least-squares problem with implicitly characterized points
Fattahi, Ali; Dasu, Sriram; Ahmadi, Reza H. - In: Operations research 67 (2019) 4, pp. 1106-1119
Persistent link: https://www.econbiz.de/10012062927
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Debiased machine learning of conditional average treatment effects and other causal functions
Semenova, Vira; Chernozhukov, Victor - In: The econometrics journal 24 (2021) 2, pp. 264-289
Persistent link: https://www.econbiz.de/10012594994
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Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments
Zhu, Ying - In: Journal of econometrics 202 (2018) 2, pp. 196-213
Persistent link: https://www.econbiz.de/10011974561
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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