Search Results - subject:"cross validation"

Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation

Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82

optimisations and cross-validation, we study Gaussian process (GP) regressions for our forecasting needs. Findings - The produced …

Persistent link: https://www.econbiz.de/10015339298

Time sensitive and oversampling learning for systemic crisis forecasting

De Nicolò, Francesco; La Rocca, Marianna; Marrone, Antonio - In: Systemic Risk and Complex Networks in Modern Financial …, (pp. 155-177). 2025

Persistent link: https://www.econbiz.de/10015101836

Forecasts of residential real estate price indices for ten major Chinese cities through Gaussian process regressions

Jin, Bingzi; Xu, Xiaojie - In: International journal of empirical economics 4 (2025) 1, pp. 1-24

crucial issue for investors and authorities alike. In this research, utilising Bayesian optimisations and cross validation, we …

Persistent link: https://www.econbiz.de/10015374007

Understanding and Predicting Monetary Policy Framework Choice

Sullivan, Megan - 2024

cross-validation method. This paper enables policymakers to see which MPF countries similar to their own have chosen, and …

Persistent link: https://www.econbiz.de/10014446693

Machine learning-based scrap steel price forecasting for the Northeast Chinese market

Jin, Bingzi; Xu, Xiaojie - In: International journal of empirical economics 3 (2024) 4, pp. 1-21

created using Bayesian optimisation approaches and cross-validation processes, and the resulting price forecasts are …

Persistent link: https://www.econbiz.de/10015194297

A comprehensive exploration of complete cross-validation for circular data

Hasilová, Kamila; Horová, Ivana; Vališ, David; … - In: Statistics in transition : an international journal of … 25 (2024) 3, pp. 1-12

Kernel density estimation of circular data has recently received considerable attention for its ability to model and analyse distributions on unit circles and other periodic domains. Our aim is to contribute to the literature on data-driven bandwidth selectors in circular kernel density...

Persistent link: https://www.econbiz.de/10015127208

Accounting for spatial autocorrelation in algorithm-driven hedonic models : a spatial cross-validation approach

Deppner, Juergen; Cajias, Marcelo - In: The journal of real estate finance and economics 68 (2024) 2, pp. 235-273

Persistent link: https://www.econbiz.de/10014494209

On model selection criteria for climate change impact studies

Cui, Xiaomeng; Gafarov, Bulat; Ghanem, Dalia; Kuffner, Todd - In: Journal of econometrics 239 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015073966

Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching

Shi, Pengfei; Zhang, Xinyu; Zhong, Wei - In: Economics letters 238 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015075165

A transparent alternative to neural networks with an application to predicting volatility

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: September 12, 2024

Persistent link: https://www.econbiz.de/10015101048