Discussion paper DP17325 Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements Holger Breinlich Valentina Corradi Nadia Rocha Michele Ruta Thomas Zylkin JMC Santos Silva 23 May 2022 Lasso Machine learning Preferential trade agreements Deep trade agreements International Trade and Regional Economics F14 F15 F17
Discussion paper DP15337 The Global Factor Structure of Exchange Rates Sofonias Alemu Korsaye Fabio Trojani Andrea Vedolin 5 Oct 2020 International asset pricing Stochastic discount factor Factor models Financial frictions Market segmentation Incomplete markets Capital flows Regularization Lasso Financial Economics F31 G15
Discussion paper DP14525 Artificial Intelligence in Asset Management Söhnke Bartram Jürgen Branke Mehrshad Motahari 24 Mar 2020 Algorithmic trading Machine learning Lasso Neural networks Deep learning Decision trees Random forests Svm Evolutionary algorithms Nlp Financial Economics International Macroeconomics and Finance G11 G17
Discussion paper DP14266 Taming the Factor Zoo: A Test of New Factors Stefano Giglio Guanhao Feng Dacheng Xiu 2 Jan 2020 Factors Stochastic discount factor Post-selection inference Regularized two-pass estimation Variable selection Machine learning Lasso Elastic net Pca Financial Economics
Discussion paper DP13402 Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence Michael Lechner Anthony Strittmatter 18 Dec 2018 Causal machine learning Conditional average treatment effects Selection-on-observables Random forest Causal forest Lasso Labour Economics C21
