LASSO, elastic net, Adaptive LASSO, SCAD methods for determining top predictors for each method
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Updated
Apr 12, 2020 - R
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adaptive-lasso
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Penalized regression for multiple types of many features with missing data using expectation-maximization (EM) algorithm.
integrative-analysis factor-models penalized-regression adaptive-lasso multi-modality-data multi-platform-genomics-studies
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Feb 21, 2024
Regularised regression (LASSO, Ridge, Elastic Net) for German HICP inflation forecasting with 155 macroeconomic predictors. Benchmarked against Random Walk.
python time-series scikit-learn lasso econometrics ridge-regression elastic-net macroeconomics adaptive-lasso inflation-forecasting
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Updated
Jul 8, 2026 - Jupyter Notebook
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