Essays about: "Penalized linear models"

Found 4 essays containing the words Penalized linear models.

1. 1. Analysis of the relation between RNA and RBPs using machine learning

   University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

   Author : Mattias Wassbjer; [2021]
   Keywords : Machine Learning; Supervised Learning; Linear Regression; RNA-binding Proteins; LIME; T-Cells; CD4 Cells; K-mer; Bag of Words; RBP Activity Prediction;

   Abstract : The study of RNA-binding proteins has recently increased in importance due to discoveries of their larger role in cellular processes. One study currently conducted at Umeå University involves constructing a model that will be able to improve our knowledge about T-cells by explaining how these cells work in different diseases. READ MORE

3. 2. Using Machine Learning to Predict Aggregate Excess Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Jonsson; Sebastian Gierlowski Carling; [2021]
   Keywords : Equity premium; Machine learning; Non-linear models; Penalized linear models; Prediction;

   Abstract : In this paper we examine whether standard linear regression and machine learning tools can be used to predict the time series of total returns in excess of the risk-free rate on the S&P500 and FTSE100 indices. We have virtually no success in predicting monthly returns. However, we do have some success in predicting annual returns. READ MORE

4. 3. Machine Learning - The Future of Equity Premium Prediction

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alfred Hedlund; Ibrahim Mete Bacak; [2020]
   Keywords : Machine learning; Equity premium; Prediction; Penalized linear models; Non-linear models;

   Abstract : Predictions of the equity premium have historically been made by using traditional predictive regressions. Despite the great promise of machine learning applications for prediction tasks, it has largely been overlooked in the financial literature. READ MORE

5. 4. Predictive Accuracy of Linear Models with Ordinal Regressors

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Jim Modin Larsson; [2016]
   Keywords : variable classification; predictive performance; model specification; discretized continuous data;

   Abstract : This paper considers four approaches to ordinal predictors in linear regression to evaluate how these contrast with respect to predictive accuracy. The two most typical treatments, namely, dummy coding and classic linear regression on assigned level scores are compared with two improved methods; penalized smoothed coefficients and a generalized additive model with cubic splines. READ MORE