Search Results - subject:"Permutation invariance"

Why randomize? : minimax optimality under permutation invariance

Bai, Yuehao - In: Journal of econometrics 232 (2023) 2, pp. 565-575

Persistent link: https://www.econbiz.de/10014340640

WaveCorr : deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management

Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng; … - In: Operations research letters 51 (2023) 6, pp. 680-686

Persistent link: https://www.econbiz.de/10014465889

Uncertainty measures for economic accounts

Mushkudiani, Nino; Pannekoek, Jeroen; Zhang, Li-Chun - In: Economic systems research 32 (2020) 4, pp. 476-501

Persistent link: https://www.econbiz.de/10012414762

Predictive power of principal components for single-index model and sufficient dimension reduction

Artemiou, Andreas; Li, Bing - In: Journal of Multivariate Analysis 119 (2013) C, pp. 176-184

In this paper we demonstrate that a higher-ranking principal component of the predictor tends to have a stronger correlation with the response in single index models and sufficient dimension reduction. This tendency holds even though the orientation of the predictor is not designed in any way to...

Persistent link: https://www.econbiz.de/10011042065