Related papers: Predicting Exporters with Machine Learning
Standard Bayesian retrievals for exoplanet atmospheric parameters from transmission spectroscopy, while well understood and widely used, are generally computationally expensive. In the era of the JWST and other upcoming observatories,…
Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…
Dealing with missing data poses significant challenges in predictive analysis, often leading to biased conclusions when oversimplified assumptions about the missing data process are made. In cases where the data are missing not at random…
We present a new trace estimator of the matrix whose explicit form is not given but its matrix multiplication to a vector is available. The form of the estimator is similar to the Hutchison stochastic trace estimator, but instead of the…
Data collection in economically constrained countries often necessitates using approximate and biased measurements due to the low-cost of the sensors used. This leads to potentially invalid predictions and poor policies or decision making.…
A rich theoretical and empirical literature investigated the link between export diversification and firm performance. Prior theoretical works hinted at the key role of capability accumulation in shaping production activities and…
This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify…
Machine translation quality estimation (QE) predicts human judgements of a translation hypothesis without seeing the reference. State-of-the-art QE systems based on pretrained language models have been achieving remarkable correlations with…
Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…
Econometrics and machine learning seem to have one common goal: to construct a predictive model, for a variable of interest, using explanatory variables (or features). However, these two fields developed in parallel, thus creating two…
While discriminative classifiers often yield strong predictive performance, missing feature values at prediction time can still be a challenge. Classifiers may not behave as expected under certain ways of substituting the missing values,…
I describe a planning methodology for domains with uncertainty in the form of external events that are not completely predictable. The events are represented by enabling conditions and probabilities of occurrence. The planner is…
This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…
The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…
This paper introduces an approach to reference class selection in distributional forecasting with an application to corporate sales growth rates using several co-variates as reference variables, that are implicit predictors. The method can…
We apply empirical Bayes (EB) to mine data on 136,000 long-short strategies constructed from accounting ratios, past returns, and ticker symbols. This ``high-throughput asset pricing'' matches the out-of-sample performance of top journals…
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…
Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
It is becoming increasingly common for researchers to consider incorporating external information from large studies to improve the accuracy of statistical inference instead of relying on a modestly sized dataset collected internally. With…