the exact optimization Gurobi solver. In particular, our algorithm improved the best-known solutions for 104 of the 301 … parameters of the proposed FPR. Furthermore, we made the source code of the algorithm publicly available to facilitate its use in …

This paper describes an algorithm, “DoomBot”, which selects parsimonious models to predict downturns over different … automatically updated as the estimation sample period is extended, so facilitating out-of-sample evaluation of the algorithm. A … evolution of the choice of variables that the algorithm learns from this episode, for example through the more frequent …