Lasso Regressions and Forecasting Models in Applied Stress Testing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lasso Regressions and Forecasting Models in Applied Stress Testing write by Mr.Jorge A. Chan-Lau. This book was released on 2017-05-05. Lasso Regressions and Forecasting Models in Applied Stress Testing available in PDF, EPUB and Kindle. Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, a situation often encountered in applied stress testing. Lasso regressions, in particular, are well suited for building forecasting models when the number of potential covariates is large, and the number of observations is small or roughly equal to the number of covariates. This paper presents a conceptual overview of lasso regressions, explains how they fit in applied stress tests, describes its advantages over other model selection methods, and illustrates their application by constructing forecasting models of sectoral probabilities of default in an advanced emerging market economy.
Lasso Regressions and Forecasting Models in Applied Stress Testing
Lasso Regressions and Forecasting Models in Applied Stress Testing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lasso Regressions and Forecasting Models in Applied Stress Testing write by Mr.Jorge A. Chan-Lau. This book was released on 2017-05-08. Lasso Regressions and Forecasting Models in Applied Stress Testing available in PDF, EPUB and Kindle. Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, a situation often encountered in applied stress testing. Lasso regressions, in particular, are well suited for building forecasting models when the number of potential covariates is large, and the number of observations is small or roughly equal to the number of covariates. This paper presents a conceptual overview of lasso regressions, explains how they fit in applied stress tests, describes its advantages over other model selection methods, and illustrates their application by constructing forecasting models of sectoral probabilities of default in an advanced emerging market economy.
Smart Trends in Computing and Communications
Smart Trends in Computing and Communications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Smart Trends in Computing and Communications write by Tomonobu Senjyu. This book was released on . Smart Trends in Computing and Communications available in PDF, EPUB and Kindle.
IMF Research Bulletin, Summer 2017
IMF Research Bulletin, Summer 2017 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook IMF Research Bulletin, Summer 2017 write by International Monetary Fund. Research Dept.. This book was released on 2017-08-11. IMF Research Bulletin, Summer 2017 available in PDF, EPUB and Kindle. The Summer 2017 issue of the IMF Research Bulletin highlights new research such as recent IMF Working Papers and Staff Discussion Notes. The Research Summaries are “Structural Reform Packages, Sequencing, and the Informal Economy (by Zsuzsa Munkacsi and Magnus Saxegaard) and “A Broken Social Contract, Not High Inequality Led to the Arab Spring” (by Shantayanan Devarajan and Elena Ianchovichina). The Q&A section features “Seven Questions on Fintech” (by Tommaso Mancini-Griffoli). The Bulletin also includes information on recommended titles from IMF Publications and the latest articles from the IMF Economic Review.
Applied Economic Forecasting Using Time Series Methods
Applied Economic Forecasting Using Time Series Methods - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Economic Forecasting Using Time Series Methods write by Eric Ghysels. This book was released on 2018. Applied Economic Forecasting Using Time Series Methods available in PDF, EPUB and Kindle. Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
