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  • Search: subject:"-regularization"
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Year of publication
Subject
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Regularization 136 regularization 119 Theorie 108 Schätztheorie 107 Estimation theory 105 Theory 104 Regression analysis 57 Regressionsanalyse 56 Mathematical programming 52 Mathematische Optimierung 52 Forecasting model 48 Prognoseverfahren 48 Portfolio selection 45 Portfolio-Management 43 Nichtparametrisches Verfahren 35 Nonparametric statistics 35 Tikhonov regularization 35 Schätzung 34 Estimation 33 Instrumental variables 26 IV-Schätzung 25 Artificial intelligence 22 Künstliche Intelligenz 22 Volatility 21 Volatilität 21 Nonparametric estimation 19 Robust statistics 18 Robustes Verfahren 18 Zeitreihenanalyse 18 Stochastic process 17 Stochastischer Prozess 17 Time series analysis 17 Capital income 16 Correlation 16 Kapitaleinkommen 16 Korrelation 16 Algorithm 15 Algorithmus 14 Bayesian inference 14 Nichtparametrische Schätzung 14
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Online availability
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Undetermined 252 Free 232 CC license 18
Type of publication
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Article 343 Book / Working Paper 184
Type of publication (narrower categories)
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Article in journal 178 Aufsatz in Zeitschrift 178 Working Paper 120 Graue Literatur 83 Non-commercial literature 83 Arbeitspapier 82 Article 21 Aufsatz im Buch 5 Book section 5 Thesis 4 Hochschulschrift 3 research-article 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Preprint 1 Sammelwerk 1 Sammlung 1
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Language
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English 344 Undetermined 173 Portuguese 7 German 1 French 1 Spanish 1
Author
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Carrasco, Marine 17 Florens, Jean-Pierre 13 Hautsch, Nikolaus 13 Chernozhukov, Victor 9 Tchuente, Guy 9 Koné, N'Golo 8 Paterlini, Sandra 8 Gagliardini, Patrick 7 Scaillet, Olivier 7 Horowitz, Joel 6 Kyj, Lada M. 6 Shin, Minchul 6 Daniele, Maurizio 5 Diebold, Francis X. 5 Ofori, Isaac Kwesi 5 Bansak, Cynthia 4 Dunker, Fabian 4 Han, J. 4 Konishi, Sadanori 4 Malec, Peter 4 Phillips, Peter C. B. 4 Ruszczynski, A. 4 Simoni, Anna 4 Sokullu, Senay 4 Su, Liangjun 4 Babii, Andrii 3 Borjas, George J. 3 Centorrino, Samuele 3 Croux, Christophe 3 Dai, Sheng 3 Edo, Anthony 3 Exterkate, Peter 3 FLORENS, Jean-Pierre 3 Fabbri, Giorgio 3 Ferrara, Laurent 3 Fu, Chu-Li 3 Han, Sukjin 3 Hansen, Christian Bailey 3 Hendrich, Christopher 3 Johannes, Jan 3
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Department of Economics and Business, Universitat Pompeu Fabra 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Institutt for Økonomi, Universitetet i Bergen 2 School of Economics, Finance and Management, University of Bristol 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Financial Studies 1 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 1 Department of Economics, University of Texas-Austin 1 Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope" 1 Duke University, Department of Economics 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 Département de Sciences Économiques, Université de Montréal 1 Econometric Society 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Facoltà di Economia, Università degli Studi di Parma 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 HAL 1 Institute for Law and Finance <Frankfurt, Main> 1 Instituto Universitario de Estudios e Desenvolvemento de Galicia (IDEGA), Universidade de Santiago de Compostela 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Inter-American Development Bank 1 National Research University Higher School of Economics 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 School of Business and Economics, Loughborough University 1 Tinbergen Instituut 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Computational Optimization and Applications 24 Journal of econometrics 19 Mathematics and Computers in Simulation (MATCOM) 19 Computational Statistics & Data Analysis 13 Mathematics of operations research 11 Journal of Global Optimization 10 Annals of the Institute of Statistical Mathematics 8 European journal of operational research : EJOR 8 Working papers / TSE : WP 7 International journal of forecasting 6 Operations research 6 Research paper series / Swiss Finance Institute 6 CORE Discussion Papers 5 Econometrics : open access journal 5 Journal of Econometrics 5 Physica A: Statistical Mechanics and its Applications 5 Risks : open access journal 5 Working paper 5 Annals of economics and statistics 4 CEMMAP working papers / Centre for Microdata Methods and Practice 4 CIRANO Working Papers 4 Computational Management Science 4 Econometrics 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Journal of economic dynamics & control 4 Quantitative finance 4 Queen's Economics Department working paper 4 Queen’s Economics Department Working Paper 4 Risks 4 SFB 649 Discussion Paper 4 SFB 649 Discussion Papers 4 The journal of computational finance 4 cemmap working paper 4 AStA Advances in Statistical Analysis 3 Computational Management Science : CMS 3 Computational Statistics 3 Computational economics 3 Computers & operations research : and their applications to problems of world concern ; an international journal 3 Discussion papers / University of Kent, School of Economics 3 Econometric reviews 3
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Source
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ECONIS (ZBW) 273 RePEc 185 EconStor 60 Other ZBW resources 6 BASE 2 USB Cologne (business full texts) 1
Showing 1 - 10 of 527
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A test of the efficiency of a given portfolio in high dimensions
Chernov, Mikhail; Kelly, Bryan T.; Malamud, Semyon; … - 2025 - This version: March 13, 2025
Persistent link: https://www.econbiz.de/10015358006
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A sparse approximate factor model for high-dimensional covariance matrix estimation and portfolio selection
Daniele, Maurizio; Pohlmeier, Winfried; Zagidullina, Aygul - 2025
Persistent link: https://www.econbiz.de/10015339161
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Norm constrained empirical portfolio optimization with stochastic dominance: Robust optimization non-asymptotics
Arvanitis, Stelios - 2025
The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...
Persistent link: https://www.econbiz.de/10015434317
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Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics
Arvanitis, Stelios - 2025
The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...
Persistent link: https://www.econbiz.de/10015194229
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Targeted transformations for macroeconomic forecasting
Daniele, Maurizio; Kronenberg, Philipp; Reinicke, Tim - 2024
The crisis periods of the past decades have highlighted the difficulty of forecasting economic indicators due to increased non-linearity and rapidly changing dynamics. To address this challenge, we introduce the Transform-Sparsify-Forecast (TSF) framework. The TSF framework first applies...
Persistent link: https://www.econbiz.de/10014563994
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Leveraging data to improve tax compliance for micro and small firms: Evidence from Brazil
Motta Cafe, Renata; Yarygina, Anastasiya; Escalante, Lisseth - 2024
evaluate the effectiveness of self-regularization interventions on tax compliance among simplified tax regime firms. We examine … assisted regularization, in which tax auditors assist taxpayers in the self-regularization process. We find that assisted … regularization increased the reported monthly income by 20 percent (US$1,160), which also nearly closed the tax evasion gap and …
Persistent link: https://www.econbiz.de/10014564025
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Impacts of a regularization program in Peru
Luzes, Marta; Rivera, Alejandra; Guillén, Lucina Rodríguez - 2024
Persistent link: https://www.econbiz.de/10015135678
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Labor market effect of granting amnesty to Venezuelan refugees and migrants in the Dominican Republic
Loschmann, Craig; Luzes, Marta; Rivera, Alejandra; Van … - 2024
Persistent link: https://www.econbiz.de/10015135713
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Nonparametric instrumental regression with two-way fixed effects
De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10014580279
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Convex support vector regression
Liao, Zhiqiang; Dai, Sheng; Kuosmanen, Timo - In: European journal of operational research : EJOR 313 (2024) 3, pp. 858-870
Persistent link: https://www.econbiz.de/10014456645
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