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 ...

This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers (2008) and show that, when ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper presents a novel approach to detail the propagation of shocks to public debt. The modeling technique involves a ...

The analysis is based on a single-equation model, completed by a structural vector auto regression model to capture inflation persistence. The results show that the main determinants of inflation in ...

In this study, using a data set composed of five Japanese regional banks, we propose an LGD estimation model using a two- stage model, classification tree-based boosting and support vector regression ...

Ji Zhu, Trevor Hastie, Kernel Logistic Regression and the Import Vector Machine, Journal of Computational and Graphical Statistics, Vol. 14, No. 1 (Mar., 2005), pp. 185-205 ...