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DP15337 The Global Factor Structure of Exchange Rates 智库出版物
2020
作者:  Sofonias Alemu Korsaye;  Fabio Trojani;  Andrea Vedolin
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
International asset pricing  Stochastic discount factor  Factor models  Financial frictions  Market segmentation  Incomplete markets  Capital flows  Regularization  Lasso  
DP11388 In-sample Inference and Forecasting in Misspecified Factor Models 智库出版物
2016
作者:  Barbara Rossi
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Forecasting  Regularization methods  Factor models  Ridge  Partial least squares  Principal components  Sparsity  Large datasets  Variable selection  Gdp forecasts  
On sparse possibilistic clustering with crispness - Classification function and sequential extraction. 智库出版物
2012
作者:  Hamasuna Y;  Endo Y
收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
Classification function  L1-regularization  Possibilistic clustering  Sequential extraction  
Resource-saving infinite-horizon tracking under uncertain input. 智库出版物
2010
作者:  Kryazhimskiy AV;  Maksimov VI
收藏  |  浏览/下载:2/0  |  提交时间:2019/06/18
Infinite-horizon control  Tracking  Control under uncertain disturbances  Inverse problems for control systems  Dynamical regularization  
Homotopy techniques in linear programming. 智库出版物
1986
作者:  Nazareth JL
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Homotopy  Interior point methods  Karmarkar's method  Linear programming  Nonlinear programming  Path-following  Quadratic regularization