Analysis of Fat Big Data Using Factor Models and Penalization Techniques: A Monte Carlo Simulation and Application
F Khan, O Albalawi - Axioms, 2024 - mdpi.com
This article assesses the predictive accuracy of factor models utilizing Partial· Least·
Squares (PLS) and Principal· Component· Analysis (PCA) in comparison to autometrics and …
Squares (PLS) and Principal· Component· Analysis (PCA) in comparison to autometrics and …
Comparing the forecast performance of advanced statistical and machine learning techniques using huge big data: evidence from Monte Carlo experiments
This research compares factor models based on principal component analysis (PCA) and
partial least squares (PLS) with Autometrics, elastic smoothly clipped absolute deviation (E …
partial least squares (PLS) with Autometrics, elastic smoothly clipped absolute deviation (E …
[PDF][PDF] On the applicability of dynamic factor models for forecasting real GDP growth in Armenia
K Poghosyan, R Poghosyan - … of Economics and Finance (Finance a …, 2021 - pe.cemi.rssi.ru
In this paper, we are trying to find out whether large-scale factor-augmented models can be
successfully used for forecasting real GDP growth rate in Armenia. We compare the …
successfully used for forecasting real GDP growth rate in Armenia. We compare the …
[PDF][PDF] Forecasting Senegalese quarterly GDP per capita using recurrent neural network
MM Diakhate, SA Dieng - Economics Bulletin, 2022 - accessecon.com
This article evaluates the predictive efficiency of RNNs comparing two types of architecture
on quarterly GDP per capita data from Senegal over the period 1960-2020, namely a …
on quarterly GDP per capita data from Senegal over the period 1960-2020, namely a …
[PDF][PDF] Research Article Comparing the Forecast Performance of Advanced Statistical and Machine Learning Techniques Using Huge Big Data: Evidence from Monte …
Research Article Comparing the Forecast Performance of Advanced Statistical and Machine
Learning Techniques Using Huge Big Data: Page 1 Research Article Comparing the Forecast …
Learning Techniques Using Huge Big Data: Page 1 Research Article Comparing the Forecast …