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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
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Nagging predictors
Richman, Ronald; Wüthrich, Mario V. - In: Risks : open access journal 8 (2020) 3/83, pp. 1-26
We define the nagging predictor, which, instead of using bootstrapping to produce a series of i.i.d. predictors, exploits the randomness of neural network calibrations to provide a more stable and accurate predictor than is available from a single neural network run. Convergence results for the...
Persistent link: https://www.econbiz.de/10012293262
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Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
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Data analytics for non-life insurance pricing
Wüthrich, Mario V.; Buser, Christoph - 2017 - Draft lecture notes, version January 27, 2017
regression trees, bagging, random forest, boosting machines and neural networks. Finally, we provide methodologies for analysing …
Persistent link: https://www.econbiz.de/10011625588
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Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors
Gupta, Rangan; Modise, Mampho P.; Uwilingiye, Josine - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1935-1955
Persistent link: https://www.econbiz.de/10011594903
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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Modern prediction methods : new perspectives on a common problem
Putka, Dan J.; Beatty, Adam S.; Reeder, Matthew C. - In: Organizational research methods : ORM 21 (2018) 3, pp. 689-732
Persistent link: https://www.econbiz.de/10011880167
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Machine learning versus econometrics : prediction of box office
Liu, Yan; Xie, Tian - In: Applied economics letters 26 (2019) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10012204147
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Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin; Athanasopoulos, George; Hyndman, Rob J.; … - 2016
Persistent link: https://www.econbiz.de/10011781960