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econ.EM2026
Bivariate Isotonic Regression by Dynamic Programming
Pedro Afonso Fernandes
This article extends the dynamic programming framework introduced by Rote (2019) from the univariate to the bivariate isotonic grid problem, using an anti-diagonal traversal proced…
econ.EM2024
The Surprising Robustness of Partial Least Squares
João B. Assunção, Pedro Afonso Fernandes
Partial least squares (PLS) is a simple factorisation method that works well with high dimensional problems in which the number of observations is limited given the number of indep…
econ.EM2024
Forecasting with Neuro-Dynamic Programming
Pedro Afonso Fernandes
Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situ…