Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives
Author(s) -
Francis X. Diebold,
Minchul Shin
Publication year - 2018
Language(s) - English
Resource type - Reports
DOI - 10.3386/w24967
Subject(s) - lasso (programming language) , machine learning , artificial intelligence , econometrics , computer science , mathematics , world wide web
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom