Diffusion Index Forecasting with Tensor Data
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Bin, Han, Yuefeng, Yu, Qiyang |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)
by: Chen, Bin, et al.
Published: (2024)
CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)
by: Han, Yuefeng, et al.
Published: (2021)
Threshold Tensor Factor Model in CP Form
by: Bolivar, Stevenson, et al.
Published: (2025)
by: Bolivar, Stevenson, et al.
Published: (2025)
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
by: Cui, Liyuan, et al.
Published: (2025)
by: Cui, Liyuan, et al.
Published: (2025)
Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)
by: Yu, Ruofan, et al.
Published: (2024)
Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models
by: Zhou, Guanhao, et al.
Published: (2025)
by: Zhou, Guanhao, et al.
Published: (2025)
Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)
by: Han, Yuefeng, et al.
Published: (2025)
Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)
by: Chen, Elynn, et al.
Published: (2025)
The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding
by: Hung, Ting-Chih, et al.
Published: (2026)
by: Hung, Ting-Chih, et al.
Published: (2026)
Data Synchronization at High Frequencies
by: Kong, Xinbing, et al.
Published: (2025)
by: Kong, Xinbing, et al.
Published: (2025)
How to Compare Copula Forecasts?
by: Fissler, Tobias, et al.
Published: (2024)
by: Fissler, Tobias, et al.
Published: (2024)
Benign Overfitting in Economic Forecasting via Noise Regularization
by: Liao, Yuan, et al.
Published: (2023)
by: Liao, Yuan, et al.
Published: (2023)
Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023)
by: Koo, Bonsoo, et al.
Published: (2023)
The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach
by: Wildi, Marc
Published: (2026)
by: Wildi, Marc
Published: (2026)
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by: Yu, Cheng, et al.
Published: (2025)
by: Yu, Cheng, et al.
Published: (2025)
Estimation of Grouped Time-Varying Network Vector Autoregression Models
by: Li, Degui, et al.
Published: (2023)
by: Li, Degui, et al.
Published: (2023)
Linear Regressions with Combined Data
by: D'Haultfoeuille, Xavier, et al.
Published: (2024)
by: D'Haultfoeuille, Xavier, et al.
Published: (2024)
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
by: Kutta, Tim, et al.
Published: (2025)
by: Kutta, Tim, et al.
Published: (2025)
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
by: Gruber, Luis, et al.
Published: (2022)
by: Gruber, Luis, et al.
Published: (2022)
On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by: Han, Sukjin, et al.
Published: (2025)
by: Han, Sukjin, et al.
Published: (2025)
Handling Sparse Non-negative Data in Finance
by: Capponi, Agostino, et al.
Published: (2025)
by: Capponi, Agostino, et al.
Published: (2025)
Functional Network Autoregressive Models for Panel Data
by: Ando, Tomohiro, et al.
Published: (2025)
by: Ando, Tomohiro, et al.
Published: (2025)
Inference in Regression Discontinuity Designs with Clustered Data
by: Noack, Claudia, et al.
Published: (2026)
by: Noack, Claudia, et al.
Published: (2026)
Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)
by: Bonhomme, Stéphane, et al.
Published: (2025)
Efficient Bias Correction for Cross-section and Panel Data
by: Hahn, Jinyong, et al.
Published: (2022)
by: Hahn, Jinyong, et al.
Published: (2022)
Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data
by: Cao, Jianfei, et al.
Published: (2025)
by: Cao, Jianfei, et al.
Published: (2025)
Identification and Semiparametric Estimation of Conditional Means from Aggregate Data
by: McCartan, Cory, et al.
Published: (2025)
by: McCartan, Cory, et al.
Published: (2025)
K-Means Panel Data Clustering in the Presence of Small Groups
by: Nishi, Mikihito
Published: (2025)
by: Nishi, Mikihito
Published: (2025)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by: Hecq, Alain, et al.
Published: (2023)
by: Hecq, Alain, et al.
Published: (2023)
Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data
by: Sacher, Szymon, et al.
Published: (2021)
by: Sacher, Szymon, et al.
Published: (2021)
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data
by: Brownlees, Christian, et al.
Published: (2021)
by: Brownlees, Christian, et al.
Published: (2021)
Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by: Li, Yong, et al.
Published: (2025)
by: Li, Yong, et al.
Published: (2025)
Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by: Xu, Haoyuan, et al.
Published: (2026)
by: Xu, Haoyuan, et al.
Published: (2026)
Reevaluating Causal Estimation Methods with Data from a Product Release
by: Young, Justin, et al.
Published: (2026)
by: Young, Justin, et al.
Published: (2026)
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)
by: Kwon, Soonwoo
Published: (2023)
Learning Preferences from Conjoint Data: A Structural Deep Learning Approach
by: Acharya, Avidit, et al.
Published: (2026)
by: Acharya, Avidit, et al.
Published: (2026)
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by: Bu, Ruijun, et al.
Published: (2023)
by: Bu, Ruijun, et al.
Published: (2023)
Qini Curves for Multi-Armed Treatment Rules
by: Sverdrup, Erik, et al.
Published: (2023)
by: Sverdrup, Erik, et al.
Published: (2023)
Generative modeling for the bootstrap
by: Tran, Leon, et al.
Published: (2026)
by: Tran, Leon, et al.
Published: (2026)
Noise-Induced Randomization in Regression Discontinuity Designs
by: Eckles, Dean, et al.
Published: (2020)
by: Eckles, Dean, et al.
Published: (2020)
Similar Items
-
Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024) -
CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021) -
Threshold Tensor Factor Model in CP Form
by: Bolivar, Stevenson, et al.
Published: (2025) -
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
by: Cui, Liyuan, et al.
Published: (2025) -
Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)