2 papers
stat.ME2025
Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest
Ricardo Masini, Marcelo Medeiros
Traditional parametric econometric models often rely on rigid functional forms, while nonparametric techniques, despite their flexibility, frequently lack interpretability. This pa…
econ.EM2020
Machine Learning Advances for Time Series Forecasting
Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alter…