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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…