3 papers
econ.EM2026
From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles
Giovanni Ballarin, Lyudmila Grigoryeva, Yui Ching Li
Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of e…
cs.LG2025
Memory Capacity of Nonlinear Recurrent Networks: Is it Informative?
Giovanni Ballarin, Lyudmila Grigoryeva, Juan-Pablo Ortega
The total memory capacity (MC) of linear recurrent neural networks (RNNs) has been proven to be equal to the rank of the corresponding Kalman controllability matrix, and it is almo…
stat.ME2021
On the Limiting Distribution of Sieve VAR() Estimators in Small Samples
Giovanni Ballarin
When a finite order vector autoregressive model is fitted to VAR() data the asymptotic distribution of statistics obtained via smooth functions of least-squares estimates r…