Search Results - subject:"Statistical Learning"

High-dimensional statistical learning techniques for time-varying limit order book networks

Chen, Shi; Härdle, Wolfgang; Schienle, Melanie - 2021

This paper provides statistical learning techniques for determining the full own-price market impact and the relevance … effects even in small portfolios, we require high-dimensional statistical learning methods with an integrated general …

Persistent link: https://www.econbiz.de/10012619640

What do bankrupcty prediction models tell us about banking regulation? : evidence from statistical and learning approaches

Durand, Pierre; LeQuang, Gaëtan - 2021

Persistent link: https://www.econbiz.de/10012437102

High-dimensional statistical learning techniques for time-varying limit order book networks

Chen, Shi; Härdle, Wolfgang; Schienle, Melanie - 2021

Persistent link: https://www.econbiz.de/10012614016

Evaluating the household-level climate-electricity nexus across three cities through statistical learning techniques

Pezalla, Simon; Obringer, Renee - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014434518

Big data forecasting of South African inflation

Botha, Byron; Burger, Rulof; Kotzé, Kevin; Rankin, Neil; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 149-188

Persistent link: https://www.econbiz.de/10014329043

Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization

Liu, Junyi; Pang, Jong-Shi - In: Operations research 71 (2023) 2, pp. 397-414

Persistent link: https://www.econbiz.de/10014308587

Distributionally robust losses for latent covariate mixtures

Duchi, John C.; Hashimoto, Tatsunori; Namkoong, Hongseok - In: Operations research 71 (2023) 2, pp. 649-664

Persistent link: https://www.econbiz.de/10014308625

Foreseeing the worst : forecasting electricity DART spikes

Galarneau-Vincent, Rémi; Gauthier, Geneviève; Godin, … - In: Energy economics 119 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014280138

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Quantitative analysis of perception ability in autism spectrum disorder

Wadhera, Tanu; Kakkar, Deepti; Singh, Joy Karan; … - In: International journal of learning and change : IJLC 15 (2023) 1, pp. 70-84

Persistent link: https://www.econbiz.de/10014319308

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