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Nonlinear forecasting with many predictors using kernel ridge regression
16 references·6 citing·38 second hop
Nonlinear forecasting with many predictors using kernel ridge regression (2016)Nonlinear forecasting with many predictor…Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)Generalized Shrinkage Methods…The Oxford Handbook of Economic Forecasting (2011)The Oxford Handbook of Econom…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Macro Factors in Bond Risk Premia (2009)Macro Factors in Bond Risk Pr…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting using a large num…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…The empirical risk–return relation: A factor analysis approach☆ (2006)The empirical risk–return rel…Chapter 10 Forecasting with Many Predictors (2006)Chapter 10 Forecasting with M…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger (1999)Cointegration, causality, and…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)A Comparison of Linear and No…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyMachine learning for satisficing operational decision making: A case study in blood supply chain (2023)Machine learning for satisfic…Real-time inflation forecasting using non-linear dimension reduction techniques (2022)Real-time inflation forecasti…An improved grey multivariable time-delay prediction model with application to the value of high-tech industry (2022)An improved grey multivariabl…Impact of Hyperparameter Tuning on Machine Learning Models in Stock Price Forecasting (2021)Impact of Hyperparameter Tuni…Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models (2019)Can CBOE gold and silver impl…Risk-return trade-off for European stock markets (2016)Risk-return trade-off for Eur…Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Stock Returns (2013)Systemic risk and the macroeconomy: An empirical evaluation (2016)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Panel Vector Autoregressive Models: A Survey (2013)Prior Selection for Vector Autoregressions (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Determining the Number of Factors in Approximate Factor Models (2002)Common Risk Factors in Currency Markets (2011)Pricing the term structure with linear regressions (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? 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  • 2012Generalized Shrinkage Methods for Forecasting Using Many Predictors302 cited
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    • 2021Impact of Hyperparameter Tuning on Machine Learning Models in Stock Price Forecasting101 cited
    • 2019Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models69 cited
    • 2022An improved grey multivariable time-delay prediction model with application to the value of high-tech industry53 cited
    • 2022Real-time inflation forecasting using non-linear dimension reduction techniques42 cited
    • 2016Risk-return trade-off for European stock markets31 cited
    • 2023Machine learning for satisficing operational decision making: A case study in blood supply chain25 cited