Search Results - subject:"weighted-linear combination"

A new model averaging approach in predicting credit risk default

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

creating an ensemble model as a weighted linear combination of machine learning models. The idea can be generalized to any …

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

creating an ensemble model as a weighted linear combination of machine learning models. The idea can be generalized to any …

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

A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2007

Construction of (composite) indices by the PCA is very common, but this method has a preference for highly correlated variables to the poorly correlated variables in the data set. However, poor correlation does not entail the marginal importance, since correlation coefficients among the...

Persistent link: https://www.econbiz.de/10005790180