Similar Search Results

Lasso-Type and Heuristic Strategies in Model Selection and Forecasting

Savin, Ivan - 2012

Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to apply a regularization strategy and solve the model selection task as a continuous optimization problem. One of the most popular approaches in this research field is given by...

Persistent link: https://www.econbiz.de/10013099334

Lasso-type and heuristic strategies in model selection and forecasting

Savin, Ivan; Winker, Peter - 2012

Persistent link: https://www.econbiz.de/10009630302

Optimal and robust combination of forecasts via constrained optimization and shrinkage

Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric - In: International journal of forecasting 38 (2022) 1, pp. 97-116

Persistent link: https://www.econbiz.de/10013347741

Recursive stacked leakynet-based compartmental model for analysis of COVID-19 transmission dynamics

Raychaudhuri, Soumya Jyoti; Narendra Babu, C. - In: Journal of information & knowledge management : JIKM 22 (2023) 5, pp. 1-23

Persistent link: https://www.econbiz.de/10014494064

A reliable ensemble forecasting modeling approach for complex time series with distributionally robust optimization

Yuan, Jiaxin; Li, Jianping; Hao, Jun - In: Computers & operations research : an international journal 173 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015101622

Structure exploiting tool in algebraic modeling languages

Fragnière, Emmanuel (contributor) - 1997

Persistent link: https://www.econbiz.de/10000984340

Estimation of constrained optimisation models for agricultural supply analysis based on generalised maximum entropy

Heckelei, Thomas; Wolff, Hendrik - In: European review of agricultural economics : ERAE 30 (2003) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10001763107

Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems

Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10001657399

Ansätze zur (Auf-) Lösung eines alten Methodenstreits : ökonometrische Spezifikation von Programmierungsmodellen zur Agrarangebotsanalyse

Heckelei, Thomas; Wolff, W. - In: Liberalisierung des Weltagrarhandels : Strategien und …, (pp. 377-387). 2002

Persistent link: https://www.econbiz.de/10001726782

Optimal Transportation and the Falsifiability of Incompletely Specified Economic Models. Part I : Parametric Restrictions on Latent Variables

Galichon, Alfred; Henry, Marc - 2008

A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic model are insufficient to identify the unknown quantities of the model, the duality of optimal...

Persistent link: https://www.econbiz.de/10014218687