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  • Search: subject:"flexible modelling"
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Year of publication
Subject
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flexible modelling 4 Model selection 2 cross-validation 2 forecasting 2 generating mechanism 2 information criteria 2 tests for rotational symmetry 2 Asset pricing model 1 CAPM 1 Climate change 1 Climate transition risk 1 Directional statistics 1 Estimation theory 1 Flexible modelling framework 1 Green-minus-brown factor 1 Klimawandel 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 directional statistics 1 rotationally Symmetric Distribution 1 rotationally symmetric distributions 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
English 2 Italian 2 Undetermined 1
Author
All
Gallo, Giampiero M. 2 Ley, Christophe 2 Perez-Amaral, Teodosio 2 Verdebout, Thomas 2 White, Halbert L. 2 Zanin, Luca 1
Institution
All
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 2 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
Published in...
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Econometrics Working Papers Archive 2 ECARES working paper 1 Journal of behavioral and experimental finance 1 Working Papers ECARES 1
Source
All
RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market
Zanin, Luca - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014457410
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Skew-rotsymmetric Distributions on Unit Spheres and Related Efficient Inferential Proceedures
Ley, Christophe; Verdebout, Thomas - European Centre for Advanced Research in Economics and … - 2014
Persistent link: https://www.econbiz.de/10010942934
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Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures
Ley, Christophe; Verdebout, Thomas - 2014
Persistent link: https://www.econbiz.de/10010483707
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A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets.
Perez-Amaral, Teodosio; Gallo, Giampiero M.; White, … - Dipartimento di Statistica, Informatica, Applicazioni … - 2004
In Perez-Amaral, Gallo, and White (2003), the authors proposed an automatic predictive modelling tool called Relevant Transformation of the Inputs Network Approach (RETINA). It is designed to embody flexibility (using nonlinear transformations of the predictors of interest), selective search...
Persistent link: https://www.econbiz.de/10005812867
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A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).
Perez-Amaral, Teodosio; Gallo, Giampiero M.; White, … - Dipartimento di Statistica, Informatica, Applicazioni … - 2003
A new method, called relevant transformation of the inputs network approach (RETINA) is proposed as a tool for model building and selection. It is designed to improve on some of the shortcomings of neural networks. RETINA has the flexibility of neural network models, the concavity of the...
Persistent link: https://www.econbiz.de/10005731545
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