How Long to Read Lasso Regressions and Forecasting Models in Applied Stress Testing

How Long Does it Take to Read Lasso Regressions and Forecasting Models in Applied Stress Testing?

It takes the average reader and 34 minutes to read Lasso Regressions and Forecasting Models in Applied Stress Testing by Mr.Jorge A. Chan-Lau

Assuming a reading speed of 250 words per minute. Learn more

Description

Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, a situation often encountered in applied stress testing. Lasso regressions, in particular, are well suited for building forecasting models when the number of potential covariates is large, and the number of observations is small or roughly equal to the number of covariates. This paper presents a conceptual overview of lasso regressions, explains how they fit in applied stress tests, describes its advantages over other model selection methods, and illustrates their application by constructing forecasting models of sectoral probabilities of default in an advanced emerging market economy.

How long is Lasso Regressions and Forecasting Models in Applied Stress Testing?

Lasso Regressions and Forecasting Models in Applied Stress Testing by Mr.Jorge A. Chan-Lau is 34 pages long, and a total of 8,636 words.

This makes it 11% the length of the average book. It also has 11% more words than the average book.

How Long Does it Take to Read Lasso Regressions and Forecasting Models in Applied Stress Testing Aloud?

The average oral reading speed is 183 words per minute. This means it takes and 47 minutes to read Lasso Regressions and Forecasting Models in Applied Stress Testing aloud.

What Reading Level is Lasso Regressions and Forecasting Models in Applied Stress Testing?

Lasso Regressions and Forecasting Models in Applied Stress Testing is suitable for students ages 8 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Lasso Regressions and Forecasting Models in Applied Stress Testing?

Lasso Regressions and Forecasting Models in Applied Stress Testing by Mr.Jorge A. Chan-Lau is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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