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Forecasting in big data environments : an adaptable and automated shrinkage estimation of neural networks (AAShNet)

Habibnia, Ali; Maasoumi, Esfandiar - In: Journal of quantitative economics 19 (2021), pp. 363-381

Persistent link: https://www.econbiz.de/10013441731

Nonlinear econometric models with machine learning

Chan, Felix; Harris, Mark N.; Singh, Ranjodh B.; Yeo, … - In: Econometrics with Machine Learning, (pp. 41-78). 2022

Persistent link: https://www.econbiz.de/10013447818

Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574

Persistent link: https://www.econbiz.de/10009658352

Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

Wang, Jujie; Zhuang, Zhenzhen; Gao, Dongming; Li, Yang; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 397-421

Persistent link: https://www.econbiz.de/10014372898

Modelling Issues in Kernel Ridge Regression

Exterkate, Peter - 2011

Kernel ridge regression is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts. This paper investigates the influence of the choice of kernel and the setting of tuning parameters on forecast accuracy. We review several popular kernels,...

Persistent link: https://www.econbiz.de/10013119940