High-dimensional feature screening and variable selection represent critical methodological advancements designed to address the challenges posed by datasets where the number of potential predictors ...
A new variable selection method was proposed recently by a research team from the Institute of Intelligent Machines, Hefei Institutes of Physical Science (HFIPS) of Chinese Academy of Sciences (CAS) ...
In this paper we investigate oil market volatility prediction using a comprehensive data set of 205 variables spanning macroeconomic, financial, energy-related and sentiment indicators. We employ ...
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