Search Results - subject:"Machine Learning"

When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall

Luo, Yi; Xue, Xiaohan; Izzeldin, Marwan - In: Journal of financial econometrics 23 (2025) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10015339158

El potencial impacto del aprendizaje de máquinas en el diseño de las políticas públicas en Colombia: una década de experiencias

Riascos Villegas, Álvaro J. - 2025

Persistent link: https://www.econbiz.de/10015339203

Unraveling financial fragility of global markets using machine learning

Plakandaras, Vasilios; Gupta, Rangan; Ji, Qiang - 2025

Persistent link: https://www.econbiz.de/10015339254

Diverging roads : theory-based vs. machine learning-implied stock risk premia

Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian - In: Journal of financial econometrics 23 (2025) 2, pp. 1-55

Persistent link: https://www.econbiz.de/10015339820

Enhancing real estate investment trust return forecasts using machine learning

Leow, Kahshin; Lindenthal, Thies - 2025

Persistent link: https://www.econbiz.de/10015205987

Artificial intelligence and relationship lending

Gambacorta, Leonardo; Sabatini, Fabiana; Schiaffi, Stefano - 2025

Persistent link: https://www.econbiz.de/10015206741

Industry return prediction via interpretable deep learning

Zografopoulos, Lazaros; Iannino, Maria Chiara; … - In: European journal of operational research : EJOR 321 (2025) 1, pp. 257-268

Persistent link: https://www.econbiz.de/10015094955

Biological age and predicting future health care utilisation

Davillas, Apostolos; Jones, Andrew M. - In: Journal of health economics 99 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015182969

Causal effects and optimal policy learning for intensive care unit discharge decisions to solve hospital process bottlenecks : approach, methods, and first results

Vogel, Justus; Cordier, Johannes; Filipovic, Miodrag - 2025

discharge days to form intervention and control groups. We apply two causal machine learning techniques (generalized random …

Persistent link: https://www.econbiz.de/10015183178

Do early active labor market policies improve outcomes of not-yet-unemployed workers? : findings from a randomized field experiment

Berg, Gerard J. van den; Stephan, Gesine; Uhlendorff, Arne - 2025

Inequality is a dynamic phenomenon, and the relative and absolute positions of individuals are subject to frequent shocks. It is important to know if preventive interventions mitigate adverse inequality effects of labor market shocks. We consider individuals up to three months before the...

Persistent link: https://www.econbiz.de/10015183323