JSTOR Daily

UK regional nowcasting using a mixed frequency vector auto-regressive model with entropic tilting

Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 183, No. 1 (2020), pp. 91-119 (29 pages) Output growth data for the UK regions are available at only annual frequency ...
JSTOR Daily

Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model

Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 182, No. 3 (2019), pp. 831-861 (31 pages) The paper develops a global vector auto-regressive model with time varying ...
Visual Studio Magazine

Linear Support Vector Regression from Scratch Using C# with Evolutionary Training

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...
Risk

Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model

This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for ...