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Pruned Wasserstein Index Generation Model and wigpy Package

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Pruned Wasserstein Index Generation Model and wigpy Package

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Xie, F. (2020). Pruned Wasserstein Index Generation Model and wigpy Package. Editorial Universitat Politècnica de València. 69-76. https://doi.org/10.4995/CARMA2020.2020.11557

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/149600

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Title: Pruned Wasserstein Index Generation Model and wigpy Package
Author: Xie, Fangzhou
Issued date:
Abstract:
[EN] Recent proposal of Wasserstein Index Generation model (WIG) has shown a new direction for automatically generating indices. However, it is challenging in practice to fit large datasets for two reasons. First, the ...[+]
Subjects: Web data , Internet data , Big data , Qca , Pls , Sem , Conference , Wasserstein Index Generation Model (WIG) , Lasso Regression , Pruned Wassersteinn Index Generation (pWIG) , Economic Policy Uncertainty Index (EPU)
Copyrigths: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
ISBN: 9788490488324
DOI: 10.4995/CARMA2020.2020.11557
Publisher:
Editorial Universitat Politècnica de València
Publisher version: http://ocs.editorial.upv.es/index.php/CARMA/CARMA2020/paper/view/11557
Conference name: CARMA 2020 - 3rd International Conference on Advanced Research Methods and Analytics
Conference place: Valencia, Spain
Conference date: Julio 08-09,2020
Type: Capítulo de libro Comunicación en congreso

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