2 papers
econ.EM2024
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
Alain Hecq, Marie Ternes, Ines Wilms
Reverse Unrestricted MIxed DAta Sampling (RU-MIDAS) regressions are used to model high-frequency responses by means of low-frequency variables. However, due to the periodic structu…
econ.EM2024
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
Jeroen Rombouts, Marie Ternes, Ines Wilms
Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographic…