7 citations · 13 across the 8 of their papers we have counts for
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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…
econ.EM2020★ 7 cited
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
Jianqing Fan, Ricardo P. Masini, Marcelo C. Medeiros
Optimal pricing, i.e., determining the price level that maximizes profit or revenue of a given product, is a vital task for the retail industry. To select such a quantity, one need…