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Zhendong Li

University at Albany, SUNY - Department of Economics

1400 Washington Avenue

Albany, NY 12222

United States

SCHOLARLY PAPERS

1

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116

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1

Scholarly Papers (1)

1.

Forecasting Economic Time Series in Presence of Weak Factors: Multiple Supervised Learning-Based Approach

Number of pages: 80 Posted: 01 Dec 2023
Ulrich Hounyo and Zhendong Li
University at Albany, SUNY and University at Albany, SUNY - Department of Economics
Downloads 116 (613,149)
Citation 1

Abstract:

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Supervised PCA, supervised scaled PCA, factor model, weak factors, thresholding