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6 documents matched the search for adaLASSO in titles and keywords.
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1

Estimating High-Dimensional Time Series Models,
Marcelo Medeiros and Eduardo F. Mendes, from Department of Economics and Business Economics, Aarhus University (2012)
Keywords: sparse models, shrinkage, LASSO, adaLASSO, time series, forecasting.
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ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors,
Marcelo Medeiros and Eduardo F. Mendes, in Journal of Econometrics (2016)
Keywords: Sparse models; Shrinkage; LASSO; AdaLASSO; Time series; Forecasting; GARCH;
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Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning,
Felipe Nazare and Alexandre Street, in European Journal of Operational Research (2023)
Keywords: OR in energy; AdaLASSO; Long-term hydrothermal dispatch planning; Multistage stochastic programming; Regularized linear decision rules;
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Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics,
Camila Epprecht, Dominique Guegan, Álvaro Veiga and Joel Correa da Rosa, from HAL (2017)
Keywords: model selection,general-to-specific,adaptive LASSO,sparse models,Monte Carlo simulation,genetic data
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Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics,
Camila Epprecht, Dominique Guegan, Álvaro Veiga and Joel Correa da Rosa, from HAL (2017)
Keywords: model selection,general-to-specific,adaptive LASSO,sparse models,Monte Carlo simulation,genetic data
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Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics,
Camila Epprecht, Dominique Guegan, Álvaro Veiga and Joel Correa da Rosa, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
Keywords: Model selection; general-to-specific; adaptive LASSO; sparse models; Monte Carlo simulation; genetic data
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