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Comparing Ridge and LASSO estimators for data analysis
P. 746–755.
Мелкумова Л. Э., Shatskikh S. Y.
This paper is devoted to the comparison of Ridge and LASSO estimators. Test data is used to analyze advantages of each of the two regression analysis methods. All the required calculations are performed using the R software for statistical computing.
In book
Vol. 201: 3rd International Conference “Information Technology and Nanotechnology", ITNT-2017, 25-27 April 2017, Samara, Russia. , Elsevier, 2017.
Chinn L., Momotenko D., Григоренко Е. Л., Клиническая и специальная психология 2022 Vol. 11 No. 2 P. 138–157
The Behavior Rating Inventory of Executive Function (BRIEF) is a commonly used tool for researchers and clinicians to assess executive functioning, especially in individuals with learning or other developmental disorders. Although it has been translated and used in multiple countries, the BRIEF has only been officially normed by its manufacturers in U.S. samples. In order ...
Added: June 29, 2026
Liliya А. Rodionova, Elena D. Kopnova, Kamalendinova S. et al., Population and Economics 2026 No. 10(2) P. 92–114
This article proposes an approach to forecasting fertility using Google Trends search query statistics. Unlike existing studies on fertility forecasting, this paper introduces a method for aggregating thematic search queries using machine learning techniques, reducing the dimensionality of search queries through principal component analysis, and incorporating a lag structure of search queries ranging from 1 ...
Added: April 7, 2026
Soldatova A., Финансы, деньги, инвестиции 2023 № 4 С. 9–15
The price of gold is the most important economic indicator. Expectations of rising inflation and higher key rates from central banks are driving investor interest in gold around the world. Given the increasing number of factors influencing the dynamics of the gold rate in the world, forecasting gold prices requires new methods and modern technological ...
Added: July 8, 2025
Богданова Т. К., Жукова Л. В., В кн.: XI-я международная конференция «Многомерный статистический анализ, эконометрика и моделирование реальных процессов» имени С.А. Айвазяна.: М.: ЦЭМИ РАН, 2024. С. 41–44.
The paper is devoted to the analysis and forecasting of the average salary of teachers. For 84 regions on the basis of their socio-demographic characteristics according to Rosstat data using Ward's method we obtained a two-cluster solution, which allowed us to identify quite strong differences in the level of wages, GRP per capita, level of ...
Added: October 4, 2024
Жеглов С. А., Социология: методология, методы, математическое моделирование 2022 № 54-55 С. 129–187
In most of current papers devoted to the analysis of protest-repression nexus, the research
design misses the dynamic nature of this nexus, which seems methodologically incorrect. The
analysis of the dynamics allows us to identify the role of various factors influencing the course of
this conflict. The variety of different dynamics of the number of protesters and the ...
Added: August 29, 2023
Stolbov M., Shchepeleva M., Journal of Economic Asymmetries 2022 Vol. 25 Article e00238
We conduct an open search of predictors of global real economic activity. To this end, we apply a predictive quantile regression framework, using four alternative proxies of global real economic activity during February 1997–August 2019 and building on a combination of machine learning algorithms to identify their predictors out of 23 candidate explanatory variables. The contemporaneous level ...
Added: February 10, 2022
Lin F., Lee H., Ahveninen J. et al., Neuroimage 2021 Vol. 230 Article 117746
Intracranial stereoelectroencephalography (sEEG) provides unsurpassed sensitivity and specificity for human neurophysiology. However, functional mapping of brain functions has been limited because the implantations have sparse coverage and differ greatly across individuals. Here, we developed a distributed, anatomically realistic sEEG source-modeling approach for within- and between-subject analyses. In addition to intracranial event-related potentials (iERP), we estimated ...
Added: March 10, 2021
Гончаров Г. И., Natkhov T., Экономический журнал Высшей школы экономики 2020 Т. 24 № 1 С. 101–116
In this paper, we apply textual analysis to the hedonic pricing model in the residential real estate market of Moscow. We collect data on 60 thousand sale ads in July 2019 on the CIAN web- site (one of the largest web-sites on residential real estate market in Russia). A special parser program was written in ...
Added: July 20, 2020
Bogdanova T., Полторак А. И., В кн.: Системное моделирование социально-экономических процессов Международная научная школа - семинар имени академика С.С. Шаталина. 42-е заседание.: Истоки, 2019. С. 32–32.
A complex model of forecasting the cost of residential real estate in the secondary market, including three submodels – a model of forecasting the level of population needs for housing based on regional data, a model of forecasting the comfort of housing based on local data, and a model of forecasting the cost of a ...
Added: November 1, 2019
Pomorina M., Ефимов Д. А., Лысцев С. С., Управленческий учет и финансы 2019 № 1 С. 2–9
Predicting the impact of news events on changes in the price of financial assets can be used to manage the value of the company. The work demonstrates the possibility of using the method of content analysis to identify the degree of influence of non-financial risks on the market value of a public company. Using four ...
Added: October 31, 2019
Lapshin V. A., Sofia Sohatskaya, International Review of Economics and Finance 2020 Vol. 70 P. 635–648
Estimates of the term structure of interest rates depend heavily on the quality of the market data from which it is constructed. Estimated rates can be incorrect due to observation errors and omissions in the data. The usual way to deal with the heteroskedasticity of observation errors is by introducing weights in the fitting procedure. ...
Added: October 30, 2019
Arkhipova M., Сербова Ю. О., , in: Proceedings of the Third Workshop on Computer Modelling in Decision Making (CMDM 2018)Issue 85: Advances in Computer Science Research.: Atlantis Press, 2019. Ch. 10 P. 56–60.
The article examines the literature, which determinates the factors affecting Gross Regional Product as well as broadens the analysis to different regions of the Russian Federation. The regressions modeling and cluster analysis is used for the issue. Two linear regression models are constructed based on the indicators of the Federal Statistics Survey databases for the ...
Added: October 30, 2019
Pyanikh O., Pospelova K., Kamboj N., Journal of Digital Imaging 2018 Vol. 31 No. 6 P. 768–775
Humans can determine image quality instantly and intuitively, but the mechanism of human perception of image quality is unknown. The purpose of this work was to identify the most important quantitative metrics responsible for the human perception of digital image quality. Digital images from two different datasets—CT tomography (MedSet) and scenic photographs of trees (TreeSet)—were ...
Added: February 5, 2019
Lapshin V. A., Sofia Sokhatskaya, / NRU Higher School of Economics. Series FE "Financial Economics". 2018. No. WP BRP 73/FE/2018.
Estimates of the term structure of interest rates depend heavily on the quality of the market data from which it is constructed. Estimated rates can be incorrect because of observation errors and omissions in the data. The usual way to deal with the heteroscedasticity of observation errors is by introducing weights in the fitting procedure. ...
Added: December 15, 2018
Bellec P., Dalalyan A., Grappin E. et al., Electronic journal of statistics 2018 Vol. 12 No. 2 P. 3443–3472
In this paper we revisit the risk bounds of the lasso estimator in the context of transductive and semi-supervised learning. In other terms, the setting under consideration is that of regression with random design under partial labeling. The main goal is to obtain user-friendly bounds on the off-sample prediction risk. To this end, the simple ...
Added: November 9, 2018
Sirotin V., В кн.: Эконометрика: учебник.: М.: Проспект, 2015. Гл. 4 С. 72–92.
Рассматриваются виды мультиколлинеарности и ее последствия, методы диагностики мультиколлинеарности. Наряду с отбором наиболее информативных признаков и удаления дублирующих характеристик представлены методы перехода к в ортогональное признаковое пространство и регуляризации модели без изменения состава регрессоров. ...
Added: March 10, 2017
Mammen E., Mart ́ınez Miranda M. D., Nielsen J. et al., Journal of the Korean Statistical Society 2014 Vol. 43 No. 3 P. 355–365
Recent contributions to kernel smoothing show that the performance of cross-validated bandwidth selectors improves significantly from indirectness and that the recent do-validated method seems to provide the most practical alternative among these methods. In this paper we show step by step how classical cross-validation improves in theory, as well as in practice, from indirectness and ...
Added: October 12, 2016
Dudarev V., Вестник МИТХТ 2014 Т. 9 № 1 С. 73–75
The article is devoted to questions of accumulated data usage to find out regularities by means of pattern recognition methods that allow predicting formation of not synthesized substances and estimating its properties. The formal task of computer-aided inorganic compounds design is stated. An approach to reproduce of missing data in learning samples for computer-aided inorganic ...
Added: January 24, 2016
Sidorovikh A., Прикладная эконометрика 2015 Т. 37 № 1 С. 43–56
The paper analyzes the key determinants of real estate prices in Perm, with special attention to transport accessibility indicators. The issue of transport accessibility modeling is discussed. The valuation of price hedonic model revealed that housing prices in Perm are affected mostly by the area of the apartment, the fact of its location on the ...
Added: December 5, 2015
Makarov A. A., Тюрин Ю. Н., Высоцкий И. Р. et al., М.: МЦНМО, 2014.
Экспериментальное учебное пособие по основам теории вероятностейрасчитано на учащихся 10 -11 классов общеобразовательных учреждений и студентов нематематических специальностей вузов. Учебное пособие удовлетворяет образовательным стандартам по математике, включая ФГОС нового поколения.
Может использоваться незавимо от других учебных пособий, поскольку содержит весь необходимый базовый материал, либо как продложение учебника "Теория вероятностей и статистика" для основной школы (М.: МЦНМО, ...
Added: February 8, 2014
Gushchin A. A., , in: Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26-30, 1995.: Singapore: World Scientific Publishing Co. Pte. Ltd, 1996. P. 83–109.
Let X be a semimartingale which is locally square integrable and admitting the canonical decompositions X=M+A and X=M ' +A ' with respect to measures P and P ' . Let γ be the density of A-A ' with respect to C=(〈M〉+〈M ' 〉) in the Lebesgue decomposition. Then there is a version ...
Added: October 8, 2013