Open AccessLasso Regressions and Forecasting Models in Applied Stress Testing
Author(s) -
Jorge A. ChanLau
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2784217
Subject(s) - lasso (programming language) , econometrics , stress testing (software) , elastic net regularization , stress (linguistics) , predictive modelling , computer science , statistics , regression , mathematics , world wide web , programming language , linguistics , philosophy
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