8 citations · 19 across the 15 of their papers we have counts for
4 papers · 1 filter
Cellwise robust regularized discriminant analysis
Stéphanie Aerts, Ines Wilms
Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each gro…
Lasso-based forecast combinations for forecasting realized variances
Ines Wilms, Jeroen Rombouts, Christophe Croux
Volatility forecasts are key inputs in financial analysis. While lasso based forecasts have shown to perform well in many applications, their use to obtain volatility forecasts has…
Multi-class Vector AutoRegressive Models for Multi-store Sales Data
Ines Wilms, Luca Barbaglia, Christophe Croux
Retailers use the Vector AutoRegressive (VAR) model as a standard tool to estimate the effects of prices, promotions and sales in one product category on the sales of another produ…
Commodity Dynamics: A Sparse Multi-class Approach
Luca Barbaglia, Ines Wilms, Christophe Croux
The correct understanding of commodity price dynamics can bring relevant improvements in terms of policy formulation both for developing and developed countries. Agricultural, meta…