Search Results - subject:"elastic-net"

Predictor preselection for mixed-frequency dynamic factor models : a simulation study with an empirical application to GDP nowcasting

Franjic, Domenic; Schweikert, Karsten - In: Journal of forecasting 44 (2025) 2, pp. 255-269

Persistent link: https://www.econbiz.de/10015374018

Automated Bayesian variable selection methods for binary regression models with missing covariate data

Bergrab, Michael; Aßmann, Christian - In: Wirtschafts- und sozialstatistisches Archiv : eine … 18 (2024) 2, pp. 203-244

Persistent link: https://www.econbiz.de/10015189850

Quantifying delay propagation in airline networks

Dou, Liyu; Kastl, Jakub; Lazarev, John - 2024 - This version: September 2024

Persistent link: https://www.econbiz.de/10015190614

Google search trends and stock markets : Sentiment, attention or uncertainty?

Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014446911

Connectedness between central bank digital currency index, financial stability and digital assets

Bas, Tugba; Malki, Issam; Sivaprasad, Sheeja - In: Journal of international financial markets, … 92 (2024), pp. 1-43

Persistent link: https://www.econbiz.de/10014535732

Recession fears and stock markets : an application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index

Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia; … - In: Research in international business and finance 72 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015064175

Nowcasting GDP: what are the gains from machine learning algorithms?

Arro-Cannarsa, Milen; Scheufele, Rolf - 2024

Persistent link: https://www.econbiz.de/10015044842

Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...

Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024 - Prima edizione

Persistent link: https://www.econbiz.de/10015099066

Automated Bayesian variable selection methods for binary regression models with missing covariate data

Bergrab, Michael; Aßmann, Christian - In: AStA Wirtschafts- und Sozialstatistisches Archiv 18 (2024) 2, pp. 203-244

Bayesian approach is compared to other statistical and machine learning frameworks such as Lasso, ridge regression, and Elastic … net, and is shown to perform well in terms of estimation performance and variable selection accuracy. The simulation …

Persistent link: https://www.econbiz.de/10015375311

Parsimonious predictive mortality modeling by regularization and cross-validation with and without COVID-type effect

Barigou, Karim; Loisel, Stéphane; Salhi, Yahia - In: Risks 9 (2021) 1, pp. 1-18

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds. Standard single population models typically suffer from two major drawbacks: on the one hand, they use a large number of parameters compared to the sample size and, on the other hand, model...

Persistent link: https://www.econbiz.de/10013200675

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