Search Results - subject:"regularization"

Immigration and trade creation : evidence from the extensive and intensive margins

Abeliansky, Ana Lucia; Martínez-Zarzoso, Inmaculada; … - 2026

variation in migration regularization policies across OECD countries. Results obtained using PPML estimators show robust pro …

Persistent link: https://www.econbiz.de/10015615805

Dynamic regularized parametric portfolio policies

van Os, Bram; Lönn, Rasmus; van Dijk, Dick - 2026

trading regularization. This regularized optimization problem results in an elegant filter to update the policy coefficients … regularization are important to achieve this. …

Persistent link: https://www.econbiz.de/10015619494

Forecasting Kazakhstan's GDP based on a dynamic factor model with regularization

Akhmet, Alisher - 2026

Persistent link: https://www.econbiz.de/10015609234

Framing effects on public support for undocumented immigrant regularization

Lafleur, Jean-Michel; Marfouk, Abdeslam - 2026

extensively studied, comparatively little attention has been paid to public opinion on large-scale regularization programs (i … conducted an experimental study to examine how different framing strategies influence public support for regularization policies … increase support for the regularization of undocumented migrants, especially those who are employed. From a public policy …

Persistent link: https://www.econbiz.de/10015643459

Dynamic regularized parametric portfolio policies

Os, Bram van; Lönn, Rasmus; Dijk, Dick van - 2026

trading regularization. This regularized optimization problem results in an elegant filter to update the policy coefficients … regularization are important to achieve this. …

Persistent link: https://www.econbiz.de/10015580333

Framing Effects on Public Support for Undocumented Immigrant Regularization

Lafleur, Jean-Michel; Marfouk, Abdeslam - 2026

Persistent link: https://www.econbiz.de/10015640716

Empirical assessment of budget multipliers for current and capital expenditures in Kazakhstan

Bukenov, Аmantay - 2026

Persistent link: https://www.econbiz.de/10015638644

A sparse approximate factor model for high-dimensional covariance matrix estimation and portfolio selection

Daniele, Maurizio; Pohlmeier, Winfried; Zagidullina, Aygul - In: Journal of financial econometrics 23 (2025) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10015339161

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...

Persistent link: https://www.econbiz.de/10015194229

An impartial look at asset correlation stability and market structure

Wijler, Etienne; Lucas, André - 2025

We develop a data-driven procedure to identify which correlations in high-dimensional dynamic systems should be time-varying, constant, or zero. The method integrates a vine-based multivariate partial correlation model with sequential penalized estimation. Applied to 50 US equities and...

Persistent link: https://www.econbiz.de/10015463577