47 citations · 174 across the 18 of their papers we have counts for
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cs.LG2022★ 3 cited
Reservoir kernels and Volterra series
Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega
A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Eucl…
econ.EM2022★ 25 cited
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva +3
Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and…