Search Results - subject:"ensemble modeling"

A high-performance turnkey system for customer lifetime value prediction in retail brands

Yan, Yan; Resnick, Nicholas - 2024

Persistent link: https://www.econbiz.de/10015127375

A new model averaging approach in predicting credit risk default

Jha, Paritosh Navinchandra; Cucculelli, Marco - In: Risks 9 (2021) 6, pp. 1-30

The paper introduces a novel approach to ensemble modeling as a weighted model average technique. The proposed idea is …

Persistent link: https://www.econbiz.de/10013200780

A new model averaging approach in predicting credit risk default

Jha, Paritosh Navinchandra; Cucculelli, Marco - In: Risks : open access journal 9 (2021) 6, pp. 1-30

The paper introduces a novel approach to ensemble modeling as a weighted model average technique. The proposed idea is …

Persistent link: https://www.econbiz.de/10012598408

Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions

Jacobsen, Joyce P.; Levin, Laurence M.; Tausanovitch, … - Economics Department, Wesleyan University - 2014

-specified model for estimation. We discuss how new data mining/ensemble modeling software, for example the program TreeNet, can be …, TreeNet outperforms standard OLS regression in terms of lower prediction error. Ensemble modeling also resists the tendency to …

Persistent link: https://www.econbiz.de/10011098956

Comparing standard regression modeling to ensemble modeling : how data mining software can improve economists' predictions

Jacobsen, Joyce P.; Levin, Laurence M.; Tausanovitch, … - 2014

Persistent link: https://www.econbiz.de/10010526916

Comparing standard regression modeling to ensemble modeling : how data mining software can improve economists' predictions

Jacobsen, Joyce P.; Levin, Laurence M.; Tausanovitch, … - In: Eastern economic journal 42 (2016) 3, pp. 387-398

Persistent link: https://www.econbiz.de/10011742176

Combining VAR and DSGE forecast densities

Bache, Ida Wolden; Jore, Anne Sofie; Mitchell, James; … - Norges Bank - 2009

A popular macroeconomic forecasting strategy takes combinations across many models to hedge against instabilities of unknown timing; see (among others) Stock and Watson (2004), Clark and McCracken (2010), and Jore et al. (2010). Existing studies of this forecasting strategy exclude Dynamic...

Persistent link: https://www.econbiz.de/10008514719