Machine Learning Shrinkage Methods.Elastic Net and Lasso Outperform Traditional Models in Oil Price Volatility Prediction.Empirical Evidence Favors Elastic Net and Lasso for Out-of-Sample Prediction Accuracy.Robust Findings Consistent Across Various Robustness Analyses.关键词: Oil price volatility Shrinkage ...
in a method for analyzing samples by means of carrying out in closed containers (8) reagents are the container of small portions treated cells (8)the in the reagent identifying codes.for a variety of analyses required cells (8) together with a sample containing sample chamber (7) in a ...
The primary interest is in out-of-sample forecasting of the US monthly unemployment rate. Several linear unobserved components models are fitted and their ... T Proietti - 《Computational Statistics & Data Analysis》 被引量: 383发表: 1998年 Forecasting Performance of an Open Economy DSGE Model ...
risk.However,its ability to predict out-of-sample default events is limited because of its poor performance in controlling those factors in the model.To ... Q Liang,XW Guo,N Shi,... - 《Journal of Industrial Engineering & Engineering Management》 被引量: 2发表: 2014年 Empirical analysis ...
For 13 major international stock markets, there is much evidence of out-of-sample predictability for growth stocks especially when evaluated with economic criteria, and to a noticeably lesser extent for general stock markets and value stocks. Our results shed light on the recent debate about stock...
Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis We analyze the recursive, out-of-sample performance of asset allocation decisions based on financial ratio-predictability under single-state linear and reg... G Dal Pra,M Guidolin,M Pedio,... - 《Social Sc...
C Croux,G Haesbroeck - 《Computational Statistics & Data Analysis》 被引量: 32发表: 1997年 A note on the out-of-sample performance of resampled efficiency The concept of resampled efficiency (RE) is debated both in academia as well as among practitioners. For supporters of RE the litmus te...
Statistical Analysis for Geometric Distribution Based on Records The admissibility of estimators are discussed. Also, the problem of predicting the future record values, either point or interval, based on the past ... M Doostparast,J Ahmadi - 《Computers & Mathematics with Applications》 被引量:...
Out-of-Sample Tests of Stock Return Predictability in the Context of Data Mining David E. Rapach Albers School of Business and Economics Seattle University 900 Broadway Seattle, WA 98122-4340 Phone: 206-296-5705 Fax: 206-296-2486 E-mail: rapachd@seattleu.edu Mark E. Wohar* Department of...
variation of confounders.18More importantly, recent studies show that correction approaches (e.g., principal component analysis) widely used in standard MWAS and association studies of other molecular phenotypes may induce bias, which persists for large sample sizes and replicates out-of-sample.19 ...