Search Results - subject:"cross-validation"

A flexible soft nonlinear quantile-based regression model

Hesamian, Gholamreza; Johannssen, Arne; Chukhrova, Nataliya - In: Fuzzy Optimization and Decision Making 24 (2025) 1, pp. 129-153

quantile loss function, least absolute errors, and generalized cross-validation criteria to estimate the model parameters. We …

Persistent link: https://www.econbiz.de/10015436619

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

SMARTboost learning for tabular data

Giordani, Paolo - In: Journal of financial econometrics 23 (2025) 3, pp. 1-30

Persistent link: https://www.econbiz.de/10015425424

Forecasting of GDP growth in the South Caucasian countries using hybrid ensemble models

Perone, Gaetano; Zambrano-Monserrate, Manuel A. - In: Econometrics : open access journal 13 (2025) 3, pp. 1-23

. Rolling-window cross-validation showed that hybrid ETS-NNAR-TBATS for Armenia, hybrid ETS-NNAR-SARIMA for Azerbaijan, and …

Persistent link: https://www.econbiz.de/10015475547

Does cross-validation work in telling rankings apart?

Sziklai, Balázs R.; Baranyi, Máté; Héberger, Károly - In: Central European journal of operations research 33 (2025) 4, pp. 1503-1528

Persistent link: https://www.econbiz.de/10015549459

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

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

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

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/10014471909

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