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Regression shrinkage and selection via the lasso: a retrospective
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Cited by:
- Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016.
"Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 403-429, July.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
- Michael Hermanussen & Christian Aßmann & Detlef Groth, 2021. "Chain Reversion for Detecting Associations in Interacting Variables—St. Nicolas House Analysis," IJERPH, MDPI, vol. 18(4), pages 1-14, February.
- Sierra A. Bainter & Thomas G. McCauley & Mahmoud M. Fahmy & Zachary T. Goodman & Lauren B. Kupis & J. Sunil Rao, 2023. "Comparing Bayesian Variable Selection to Lasso Approaches for Applications in Psychology," Psychometrika, Springer;The Psychometric Society, vol. 88(3), pages 1032-1055, September.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Caner, Mehmet & Kock, Anders Bredahl, 2018.
"Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 143-168.
- Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
- Vasyl Golosnoy & Nestor Parolya, 2017.
"‘To have what they are having’: portfolio choice for mimicking mean–variance savers,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1645-1653, November.
- Vasyl Golosnoy & Nestor Parolya, 2016. "`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers," Papers 1611.01524, arXiv.org.
- Maayan Yitshak-Sade & M. Patricia Fabian & Kevin J. Lane & Jaime E. Hart & Joel D. Schwartz & Francine Laden & Peter James & Kelvin C. Fong & Itai Kloog & Antonella Zanobetti, 2020. "Estimating the Combined Effects of Natural and Built Environmental Exposures on Birthweight among Urban Residents in Massachusetts," IJERPH, MDPI, vol. 17(23), pages 1-16, November.
- Peter Radchenko & Gourab Mukherjee, 2017. "Convex clustering via l 1 fusion penalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1527-1546, November.
- Yanfang Zhang & Chuanhua Wei & Xiaolin Liu, 2022. "Group Logistic Regression Models with l p,q Regularization," Mathematics, MDPI, vol. 10(13), pages 1-15, June.
- Papież, Monika & Śmiech, Sławomir & Frodyma, Katarzyna, 2018. "Determinants of renewable energy development in the EU countries. A 20-year perspective," Renewable and Sustainable Energy Reviews, Elsevier, vol. 91(C), pages 918-934.
- Lu, Xuefei & Baraldi, Piero & Zio, Enrico, 2020. "A data-driven framework for identifying important components in complex systems," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
- Chen, Jiahui & Wang, Quanquan & Liang, Yiting & Chen, Baitao & Ren, Ping, 2023. "Comorbidity of loneliness and social anxiety in adolescents: Bridge symptoms and peer relationships," Social Science & Medicine, Elsevier, vol. 334(C).
- Saverio Ranciati & Giuliano Galimberti & Gabriele Soffritti, 2019. "Bayesian variable selection in linear regression models with non-normal errors," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 323-358, June.
- Shen, Meng & Lu, Yujie & Wei, Kua Harn & Cui, Qingbin, 2020. "Prediction of household electricity consumption and effectiveness of concerted intervention strategies based on occupant behaviour and personality traits," Renewable and Sustainable Energy Reviews, Elsevier, vol. 127(C).
- Lucian Belascu & Alexandra Horobet & Georgiana Vrinceanu & Consuela Popescu, 2021. "Performance Dissimilarities in European Union Manufacturing: The Effect of Ownership and Technological Intensity," Sustainability, MDPI, vol. 13(18), pages 1-19, September.
- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021.
"Is It Possible to Forecast the Price of Bitcoin?,"
Forecasting, MDPI, vol. 3(2), pages 1-44, May.
- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04250269, HAL.
- Julien Chevallier & Dominique Guégan & Stéphane Goutte, 2021. "Is It Possible to Forecast the Price of Bitcoin?," Post-Print halshs-04250269, HAL.
- Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016.
"The lasso for high dimensional regression with a possible change point,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
- Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers CWP26/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers 26/14, Institute for Fiscal Studies.
- Shi, Xunpeng & Wang, Keying & Cheong, Tsun Se & Zhang, Hongwu, 2020. "Prioritizing driving factors of household carbon emissions: An application of the LASSO model with survey data," Energy Economics, Elsevier, vol. 92(C).
- Kaan Celebi, 2021.
"Quo Vadis, Britain? – Implications of the Brexit process on the UK’s real economy,"
International Economics and Economic Policy, Springer, vol. 18(2), pages 267-307, May.
- Kaan Celebi, 2020. "Quo Vadis, Britain? - Implications of the Brexit Process on the UK's Real Economy," EIIW Discussion paper disbei268, Universitätsbibliothek Wuppertal, University Library.
- Xing, Li-Min & Zhang, Yue-Jun, 2022. "Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?," Energy Economics, Elsevier, vol. 110(C).
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020.
"Empirical Asset Pricing via Machine Learning,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," NBER Working Papers 25398, National Bureau of Economic Research, Inc.
- Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series 18-71, Swiss Finance Institute.
- Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Post-Print halshs-01835164, HAL.
- Negm, L.M. & Youssef, M.A. & Chescheir, G.M. & Skaggs, R.W., 2016. "DRAINMOD-based tools for quantifying reductions in annual drainage flow and nitrate losses resulting from drainage water management on croplands in eastern North Carolina," Agricultural Water Management, Elsevier, vol. 166(C), pages 86-100.
- Zhang, Guike & Gao, Zengan & Dong, June & Mei, Dexiang, 2023. "Machine learning approaches for constructing the national anti-money laundering index," Finance Research Letters, Elsevier, vol. 52(C).
- Rosember Guerra-Urzola & Niek C. Schipper & Anya Tonne & Klaas Sijtsma & Juan C. Vera & Katrijn Deun, 2023. "Sparsifying the least-squares approach to PCA: comparison of lasso and cardinality constraint," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 269-286, March.
- Hong, Jichao & Wang, Zhenpo & Chen, Wen & Yao, Yongtao, 2019. "Synchronous multi-parameter prediction of battery systems on electric vehicles using long short-term memory networks," Applied Energy, Elsevier, vol. 254(C).
- Hong, Jichao & Wang, Zhenpo & Yao, Yongtao, 2019. "Fault prognosis of battery system based on accurate voltage abnormity prognosis using long short-term memory neural networks," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
- Joanna Bruzda, 2020. "The wavelet scaling approach to forecasting: Verification on a large set of Noisy data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 353-367, April.
- Kharratzadeh, Milad & Coates, Mark, 2017. "Semi-parametric order-based generalized multivariate regression," Journal of Multivariate Analysis, Elsevier, vol. 156(C), pages 89-102.
- Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018.
"On the determinants of bitcoin returns: A LASSO approach,"
Finance Research Letters, Elsevier, vol. 27(C), pages 235-240.
- Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2018. "On the determinants of bitcoin returns: a LASSO approach," Working Paper series 18-14, Rimini Centre for Economic Analysis.
- Shih-Chih Chen & Jianing Hou & De Xiao, 2018. "“One Belt, One Road” Initiative to Stimulate Trade in China: A Counter-Factual Analysis," Sustainability, MDPI, vol. 10(9), pages 1-13, September.
- Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
- Alberti, Federica & Mantilla, César, 2020.
"Provision of noxious facilities using a market-like mechanism: A simple implementation in the lab,"
Working papers
35, Red Investigadores de Economía.
- Mantilla, Cesar & Alberti, Federica, 2020. "Provision of noxious facilities using a market-like mechanism: A simple implementation in the lab," SocArXiv 5qtac, Center for Open Science.
- Alberti, F & Mantilla, C, 2020. "Provision of noxious facilities using a market-like mechanism: A simple implementation in the lab," Documentos de trabajo - Alianza EFI 18989, Alianza EFI.
- Alex Coad & Stjepan Srhoj, 2020. "Catching Gazelles with a Lasso: Big data techniques for the prediction of high-growth firms," Small Business Economics, Springer, vol. 55(3), pages 541-565, October.
- Kong, Nancy & Dulleck, Uwe & Jaffe, Adam B. & Sun, Shupeng & Vajjala, Sowmya, 2023.
"Linguistic metrics for patent disclosure: Evidence from university versus corporate patents,"
Research Policy, Elsevier, vol. 52(2).
- Nancy Kong & Uwe Dulleck & Adam Jaffe & Shupeng Sun & Sowmya Vajjala, 2020. "Linguistic Metrics for Patent Disclosure: Evidence from University versus Corporate Patents," CESifo Working Paper Series 8571, CESifo.
- Nancy Kong & Uwe Dulleck & Adam B. Jaffe & Shupeng Sun & Sowmya Vajjala, 2020. "Linguistic Metrics for Patent Disclosure: Evidence from University Versus Corporate Patents," NBER Working Papers 27803, National Bureau of Economic Research, Inc.
- Laura Freijeiro‐González & Manuel Febrero‐Bande & Wenceslao González‐Manteiga, 2022. "A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates," International Statistical Review, International Statistical Institute, vol. 90(1), pages 118-145, April.
- Leerbeck, Kenneth & Bacher, Peder & Junker, Rune Grønborg & Goranović, Goran & Corradi, Olivier & Ebrahimy, Razgar & Tveit, Anna & Madsen, Henrik, 2020. "Short-term forecasting of CO2 emission intensity in power grids by machine learning," Applied Energy, Elsevier, vol. 277(C).
- Alhamzawi, Rahim, 2016. "Bayesian model selection in ordinal quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 68-78.
- Lee Anthony & Caron Francois & Doucet Arnaud & Holmes Chris, 2012. "Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(2), pages 1-31, January.
- Hiina Domae & Masataka Nakayama & Kosuke Takemura & Yasushi Watanabe & Matthias S. Gobel & Yukiko Uchida, 2024. "Antecedents and consequences of telework during the COVID-19 pandemic: a natural experiment in Japan," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
- Colin F. Camerer & Gideon Nave & Alec Smith, 2019. "Dynamic Unstructured Bargaining with Private Information: Theory, Experiment, and Outcome Prediction via Machine Learning," Management Science, INFORMS, vol. 65(4), pages 1867-1890, April.
- Jose Cadena & Gizem Korkmaz & Chris J Kuhlman & Achla Marathe & Naren Ramakrishnan & Anil Vullikanti, 2015. "Forecasting Social Unrest Using Activity Cascades," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-27, June.
- Li Ma, 2015. "Scalable Bayesian Model Averaging Through Local Information Propagation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 795-809, June.
- Sagaert, Yves R. & Aghezzaf, El-Houssaine & Kourentzes, Nikolaos & Desmet, Bram, 2018. "Tactical sales forecasting using a very large set of macroeconomic indicators," European Journal of Operational Research, Elsevier, vol. 264(2), pages 558-569.
- Mahbaneh Eshaghzadeh Torbati & Makedonka Mitreva & Vanathi Gopalakrishnan, 2016. "Application of Taxonomic Modeling to Microbiota Data Mining for Detection of Helminth Infection in Global Populations," Data, MDPI, vol. 1(3), pages 1-14, December.
- Craig, Sarah J.C. & Kenney, Ana M. & Lin, Junli & Paul, Ian M. & Birch, Leann L. & Savage, Jennifer S. & Marini, Michele E. & Chiaromonte, Francesca & Reimherr, Matthew L. & Makova, Kateryna D., 2023. "Constructing a polygenic risk score for childhood obesity using functional data analysis," Econometrics and Statistics, Elsevier, vol. 25(C), pages 66-86.
- Cong Yang & Zheng Qian & Yan Pei & Lu Wei, 2018. "A Data-Driven Approach for Condition Monitoring of Wind Turbine Pitch Systems," Energies, MDPI, vol. 11(8), pages 1-17, August.
- Nikola Finze & Deinera Jechle & Stefan Faußer & Heiko Gewald, 2024. "How are We Doing Today? Using Natural Speech Analysis to Assess Older Adults’ Subjective Well-Being," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 66(3), pages 321-334, June.
- Wan, Runqing & Fulop, Andras & Li, Junye, 2022. "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, vol. 230(1), pages 114-130.
- Etay Hay & Petra Ritter & Nancy J Lobaugh & Anthony R McIntosh, 2017. "Multiregional integration in the brain during resting-state fMRI activity," PLOS Computational Biology, Public Library of Science, vol. 13(3), pages 1-20, March.
- Neale, John & Shamsi, Mohammad Haris & Mangina, Eleni & Finn, Donal & O’Donnell, James, 2022. "Accurate identification of influential building parameters through an integration of global sensitivity and feature selection techniques," Applied Energy, Elsevier, vol. 315(C).
- Chen, Ya & Tsionas, Mike G. & Zelenyuk, Valentin, 2021. "LASSO+DEA for small and big wide data," Omega, Elsevier, vol. 102(C).
- Guerra Urzola, Rosember & Van Deun, Katrijn & Vera, J. C. & Sijtsma, K., 2021. "A guide for sparse PCA : Model comparison and applications," Other publications TiSEM 4d35b931-7f49-444b-b92f-a, Tilburg University, School of Economics and Management.
- Isaac, Elliott, 2024. "Spousal Labor Supply: Decoupling Gender Norms and Earning Status," IZA Discussion Papers 17354, Institute of Labor Economics (IZA).
- Yudhie Andriyana & Rinda Fitriani & Bertho Tantular & Neneng Sunengsih & Kurnia Wahyudi & I Gede Nyoman Mindra Jaya & Annisa Nur Falah, 2023. "Modeling the Cigarette Consumption of Poor Households Using Penalized Zero-Inflated Negative Binomial Regression with Minimax Concave Penalty," Mathematics, MDPI, vol. 11(14), pages 1-13, July.
- Dmitriy Serebrennikov & Dmitriy Skougarevskiy, 2024. "A tale of four cities: Exploring security through environmental characteristics of CCTV equipment placement," Journal of Computational Social Science, Springer, vol. 7(3), pages 2735-2766, December.
- Tian, Shaonan & Yu, Yan & Guo, Hui, 2015. "Variable selection and corporate bankruptcy forecasts," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 89-100.
- Liu, Xue & Ding, Yong & Tang, Hao & Fan, Lingxiao & Lv, Jie, 2022. "Investigating the effects of key drivers on energy consumption of nonresidential buildings: A data-driven approach integrating regularization and quantile regression," Energy, Elsevier, vol. 244(PA).
- Shaobo Jin & Irini Moustaki & Fan Yang-Wallentin, 2018. "Approximated Penalized Maximum Likelihood for Exploratory Factor Analysis: An Orthogonal Case," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 628-649, September.
- Alessio Guandalini & Claudio Ceccarelli, 2022. "Impact measurement and dimension reduction of auxiliary variables in calibration estimator using the Shapley decomposition," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 759-784, October.
- Wei Tang & Steven L Bressler & Chad M Sylvester & Gordon L Shulman & Maurizio Corbetta, 2012. "Measuring Granger Causality between Cortical Regions from Voxelwise fMRI BOLD Signals with LASSO," PLOS Computational Biology, Public Library of Science, vol. 8(5), pages 1-14, May.
- M S Vijayabaskar & Debbie K Goode & Nadine Obier & Monika Lichtinger & Amber M L Emmett & Fatin N Zainul Abidin & Nisar Shar & Rebecca Hannah & Salam A Assi & Michael Lie-A-Ling & Berthold Gottgens & , 2019. "Identification of gene specific cis-regulatory elements during differentiation of mouse embryonic stem cells: An integrative approach using high-throughput datasets," PLOS Computational Biology, Public Library of Science, vol. 15(11), pages 1-29, November.
- Babak Fazelabdolabadi, 2019. "A hybrid Bayesian-network proposition for forecasting the crude oil price," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-21, December.
- Laurin Charles & Boomsma Dorret & Lubke Gitta, 2016. "The use of vector bootstrapping to improve variable selection precision in Lasso models," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(4), pages 305-320, August.
- Eunyoung Park & Sookhee Kwon & Jihoon Kwon & Richard Sylvester & Il Do Ha, 2020. "Penalized h‐likelihood approach for variable selection in AFT random‐effect models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(1), pages 52-71, February.
- Xingcai Zhou & Yu Xiang, 2022. "ADMM-Based Differential Privacy Learning for Penalized Quantile Regression on Distributed Functional Data," Mathematics, MDPI, vol. 10(16), pages 1-28, August.
- Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Post-Print halshs-00917797, HAL.
- van Erp, Sara & Oberski, Daniel L. & Mulder, Joris, 2018. "Shrinkage priors for Bayesian penalized regression," OSF Preprints cg8fq, Center for Open Science.
- Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2022. "Retail forecasting: Research and practice," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1283-1318.
- Caglayan, Mustafa & Pham, Tho & Talavera, Oleksandr & Xiong, Xiong, 2020. "Asset mispricing in peer-to-peer loan secondary markets," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Qian Wang & Tao Yan & Zhengbiao Long & Luna Yue Huang & Yang Zhu & Ying Xu & Xiaoyang Chen & Haksong Pak & Jiqiang Li & Dezhi Wu & Yang Xu & Shuijin Hua & Lixi Jiang, 2021. "Prediction of heterosis in the recent rapeseed (Brassica napus) polyploid by pairing parental nucleotide sequences," PLOS Genetics, Public Library of Science, vol. 17(11), pages 1-22, November.
- Dexin Chen & Meiting Fu & Liangjie Chi & Liyan Lin & Jiaxin Cheng & Weisong Xue & Chenyan Long & Wei Jiang & Xiaoyu Dong & Jian Sui & Dajia Lin & Jianping Lu & Shuangmu Zhuo & Side Liu & Guoxin Li & G, 2022. "Prognostic and predictive value of a pathomics signature in gastric cancer," Nature Communications, Nature, vol. 13(1), pages 1-13, December.
- Oscar Duque-Perez & Carlos Del Pozo-Gallego & Daniel Morinigo-Sotelo & Wagner Fontes Godoy, 2019. "Condition Monitoring of Bearing Faults Using the Stator Current and Shrinkage Methods," Energies, MDPI, vol. 12(17), pages 1-13, September.
- JinXing Che & YouLong Yang, 2017. "Stochastic correlation coefficient ensembles for variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1721-1742, July.
- Shuaiwei Shi & Meiyi Hou & Zifan Gu & Ce Jiang & Weiqiang Zhang & Mengyang Hou & Chenxi Li & Zenglei Xi, 2022. "Estimation of Heavy Metal Content in Soil Based on Machine Learning Models," Land, MDPI, vol. 11(7), pages 1-19, July.
- Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos, 2016. "Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 47(4), pages 569-587, April.
- Yuefeng Yao & Azim Mallik, 2020. "Stream Flow Changes and the Sustainability of Cruise Tourism on the Lijiang River, China," Sustainability, MDPI, vol. 12(18), pages 1-17, September.
- Hsu, David, 2015. "Identifying key variables and interactions in statistical models of building energy consumption using regularization," Energy, Elsevier, vol. 83(C), pages 144-155.
- Anirban Das & Alec G. Sheffield & Anirvan S. Nandy & Monika P. Jadi, 2024. "Brain-state mediated modulation of inter-laminar dependencies in visual cortex," Nature Communications, Nature, vol. 15(1), pages 1-14, December.
- He, Yaoyao & Wang, Yun & Wang, Shuo & Yao, Xin, 2022. "A cooperative ensemble method for multistep wind speed probabilistic forecasting," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
- Christopher G. Lamoureux & Huacheng Zhang, 2021. "An Empirical Assessment of Characteristics and Optimal Portfolios," Papers 2104.12975, arXiv.org, revised Feb 2024.
- Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014.
"Efficient iterative maximum likelihood estimation of high-parameterized time series models,"
CFS Working Paper Series
450, Center for Financial Studies (CFS).
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- Yukang Jiang & Xueqin Wang & Zhixi Xiong & Haisheng Yang & Ting Tian, 2022. "Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model," Papers 2209.05998, arXiv.org.
- Ma, Shaohui & Fildes, Robert, 2017. "A retail store SKU promotions optimization model for category multi-period profit maximization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 680-692.
- Sasan Barak & Navid Parvini, 2023. "Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1695-1726, December.
- Bernardi Mauro & Roy Cerqueti & Arsen Palestini, 2016. "Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall," Papers 1608.02365, arXiv.org.
- Vinny Davies & Richard Reeve & William T. Harvey & Francois F. Maree & Dirk Husmeier, 2017. "A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution," Computational Statistics, Springer, vol. 32(3), pages 803-843, September.
- Sandro Radovanovic & Boris Delibasic & Milija Suknovic & Dajana Matovic, 2019. "Where will the next ski injury occur? A system for visual and predictive analytics of ski injuries," Operational Research, Springer, vol. 19(4), pages 973-992, December.
- Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Risks, MDPI, vol. 6(2), pages 1-20, April.
- Wei, Baolei, 2022. "Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
- Jin, Shaobo & Moustaki, Irini & Yang-Wallentin, Fan, 2018. "Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case," LSE Research Online Documents on Economics 88118, London School of Economics and Political Science, LSE Library.
- Weiwei Wang & Jianhong E. Mu & Jadwiga R. Ziolkowska, 2021. "Perceived Economic Value of Ecosystem Services in the US Rio Grande Basin," Sustainability, MDPI, vol. 13(24), pages 1-16, December.
- Liu, Tingting & Lu, Zhongjin (Gene) & Shu, Tao & Wei, Fengrong, 2022. "Unique bidder-target relatedness and synergies creation in mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Tanin Sirimongkolkasem & Reza Drikvandi, 2019. "On Regularisation Methods for Analysis of High Dimensional Data," Annals of Data Science, Springer, vol. 6(4), pages 737-763, December.
- Shummin Nakayama & Yasushi Narushima & Hiroshi Yabe, 2021. "Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions," Computational Optimization and Applications, Springer, vol. 79(1), pages 127-154, May.
- repec:hum:wpaper:sfb649dp2014-010 is not listed on IDEAS
- Tiffany Elsten & Mark Rooij, 2022. "SUBiNN: a stacked uni- and bivariate kNN sparse ensemble," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(4), pages 847-874, December.
- Keith Knight, 2016. "The Penalized Analytic Center Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1471-1484, December.
- Lee, Kuo-Jung & Chen, Ray-Bing & Wu, Ying Nian, 2016. "Bayesian variable selection for finite mixture model of linear regressions," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 1-16.
- Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2019. "Retail forecasting: research and practice," MPRA Paper 89356, University Library of Munich, Germany.
- Samir Dou & Nathalie Villa-Vialaneix & Laurence Liaubet & Yvon Billon & Mario Giorgi & Hélène Gilbert & Jean-Luc Gourdine & Juliette Riquet & David Renaudeau, 2017. "1HNMR-Based metabolomic profiling method to develop plasma biomarkers for sensitivity to chronic heat stress in growing pigs," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-18, November.
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