Machine Learning for Regularized Survey Forecast Combination: Partially- Egalitarian Lasso and its Derivatives
Author(s) -
Francis X. Diebold,
Minchul Shin
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3235362
Subject(s) - lasso (programming language) , mathematics , econometrics , machine learning , artificial intelligence , computer science , world wide web
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