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ArticleNonlinear forecasting with many predictors using kernel ridge regression

Peter Exterkate2016

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Articlegreen2016

Nonlinear forecasting with many predictors using kernel ridge regression

Peter Exterkate · Patrick J. F. Groenen · Christiaan Heij · Dick J.C. van Dijk

144 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Statistical Methods and Applications Advanced Statistical Methods and Models

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2002Macroeconomic Forecasting Using Diffusion Indexes 2007Why Has U.S. Inflation Become Harder to Forecast?2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 2009Large Bayesian vector auto regressions 2009Macro Factors in Bond Risk Premia 2005Implications of Dynamic Factor Models for VAR Analysis

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2021Impact of Hyperparameter Tuning on Machine Learning Models in Stock Price Forecasting 2019Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models 2022An improved grey multivariable time-delay prediction model with application to the value of high-tech industry 2022Real-time inflation forecasting using non-linear dimension reduction techniques 2016Risk-return trade-off for European stock markets 2023

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Year2016

Typearticle

Published2016-04-06

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations144

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2015.11.017

openalex_workW1493879008

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