Results 61 to 70 of about 13,095 (150)

Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification

Risks, 2019
The Hierarchical risk parity (HRP) approach of portfolio allocation, introduced by Lopez de Prado (2016), applies graph theory and machine learning to build a diversified portfolio.
Prayut Jain, Shashi Jain
doaj   +1 more source

Confronting Model Misspecification in Macroeconomics [PDF]

We estimate a Markov-switching mixture of two familiar macroeconomic models: a richly parameterized DSGE model and a corresponding BVAR model. We show that the Markov-switching mixture model dominates both individual models and improves the fit ...
Tao Zha, Daniel F. Waggoner
core  

Parameter misspecification and robust monetary policy rules [PDF]

In this paper, I evaluate the performance deterioration that occurs when the central bank employs an optimal targeting rule that is based on incorrect parameter values.
Walsh, Carl E.
core  

Shaking the trees: Abilities and Capabilities of Regression and Decision Trees for Political Science

ITM Web of Conferences, 2017
When committing to quantitative political science, a researcher has a wealth of methods to choose from. In this paper we compare the established method of analyzing roll call data using W-NOMINATE scores to a data-driven supervised machine learning ...
Waldhauser Christoph, Hochreiter Ronald
doaj   +1 more source

Genetic model misspecification in genetic association studies

BMC Research Notes, 2017
Objective The underlying model of the genetic determinant of a trait is generally not known with certainty a priori. Hence, in genetic association studies, a dominant model might be erroneously modelled as additive, an error investigated previously.
Amadou Gaye, Sharon K. Davis
doaj   +1 more source

Jailbreaking as a Reward Misspecification Problem

CoRR
Accepted to ICLR 2025.
Zhihui Xie 0002, Jiahui Gao, Lei Li 0039, Zhenguo Li, Qi Liu 0049, Lingpeng Kong   +5 more
openaire   +4 more sources

Longitudinal mediation analysis with multilevel and latent growth models: a separable effects causal approach

BMC Medical Research Methodology
Background Causal mediation analysis is widespread in applied medical research, especially in longitudinal settings. However, estimating natural mediational effects in such contexts is often difficult because of the presence of post-treatment confounding.
Chiara Di Maria, Vanessa Didelez
doaj   +1 more source

The relationship between excess returns, firm size and earnings on the Johannesburg Stock Exchange

South African Journal of Business Management, 1991
While considerable empirical work has been conducted in the United States concerning excess returns and the relationship of these returns to firm size and E/P ratio, thus far, there have been few similar empirical studies conducted using Johannesburg ...
Michael J. Page, Francis Palmer
doaj   +1 more source

Bayesian Inference Under Model Misspecification

The likelihood input to a Bayesian analysis almost never exactly represents how the data were generated, calling into question the validity of posterior inferences.
Jack Jewson
core   +1 more source

Finite-Sample Diagnostics for Random-Effects Misspecification in Poisson Generalized Linear Mixed Models

Mathematics
Poisson mixed-effects models are essential for analyzing repeated count data, relying on latent random effects to account for unobserved heterogeneity and longitudinal dependence.
Jairo A. Ángel, Jorge I. Vélez
doaj   +1 more source