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Predicting product return volume using machine learning methods

Cui, Hailong; Rajagopalan, Sampath; Ward, Amy R. - In: European journal of operational research : EJOR 281 (2020) 3, pp. 612-627

Persistent link: https://www.econbiz.de/10012157401

On LASSO for predictive regression

Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349

Persistent link: https://www.econbiz.de/10013441886

Forecasting crude oil market volatility using variable selection and common factor

Zhang, Yaojie; Wahab, M. I. M.; Wang, Yudong - In: International journal of forecasting 39 (2023) 1, pp. 486-502

Persistent link: https://www.econbiz.de/10014462793

Does one size fit all? : comparing the determinants of the FinTech market segments expansion

Stolbov, Michail I.; Shchepeleva, Maria - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-18

model averaging (BMA), least absolute shrinkage and selection operator (LASSO), variable selection using random forests …

Persistent link: https://www.econbiz.de/10014513981

Using machine learning to select variables in data envelopment analysis : simulations and application using electricity distribution data

Duras, Toni; Javed, Farrukh; Månsson, Kristofer; … - In: Energy economics 120 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014284003

How local is the local inflation factor? : evidence from emerging European countries

Cepni, Oguzhan; Clements, Michael P. - In: International journal of forecasting 40 (2024) 1, pp. 160-183

Persistent link: https://www.econbiz.de/10014450265

What really drives economic growth in sub-Saharan Africa? Evidence from the lasso regularization and inferential techniques

Ofori, Isaac Kwesi; Obeng, Camara Kwasi; Asongu, Simplice - 2022

regularization techniques- the Standard lasso, the Adaptive lasso, the Minimum Schwarz Bayesian information criterion lasso, and the … lasso inferential techniques of double-selection linear regression, partialing-out lasso linear regression, and partialing …-out lasso instrumental variable regression. Policy recommendations are also provided in line with the AfCFTA and the green …

Persistent link: https://www.econbiz.de/10014278138

Performance attribution of machine learning methods for stock returns prediction

Daul, Stéphane; Jaisson, Thibault; Nagy, Alexandra - In: The Journal of finance and data science : JFDS 8 (2022), pp. 86-104

We analyze the performance of investable portfolios built using predicted stock returns from machine learning methods and attribute their performance to linear, marginal non-linear and interaction effects. We use a large set of features including price-based, fundamental-based, and...

Persistent link: https://www.econbiz.de/10014433684

A machine learning approach for flagging incomplete bid-rigging cartels

Wallimann, Hannes; Imhof, David; Huber, Martin - In: Computational economics 62 (2023) 4, pp. 1669-1720

Persistent link: https://www.econbiz.de/10014437552

Determinants for predicting zero-leverage decisions : a machine learning approach

Dong, Shengke; Jiang, Yuexiang - In: Finance research letters 71 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015195677