Two-Stage Model Averaging: An Application to Forecasting Stock Returns

2013 ◽  
Author(s):  
Chandler Lutz
Keyword(s):  
Stock Returns ◽  
Model Averaging ◽  
Stage Model ◽  
Two Stage

scholarly journals Improved two-stage model averaging for high-dimensional linear regression, with application to Riboflavin data analysis

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Juming Pan
Keyword(s):  
Linear Regression ◽  
Cross Validation ◽  
Linear Models ◽  
Model Averaging ◽  
Alternative Methods ◽  
High Dimensional ◽  
Stage Model ◽  
Two Stage ◽  
Stat Assoc ◽  
Riboflavin Production

Abstract Background Model averaging has attracted increasing attention in recent years for the analysis of high-dimensional data. By weighting several competing statistical models suitably, model averaging attempts to achieve stable and improved prediction. In this paper, we develop a two-stage model averaging procedure to enhance accuracy and stability in prediction for high-dimensional linear regression. First we employ a high-dimensional variable selection method such as LASSO to screen redundant predictors and construct a class of candidate models, then we apply the jackknife cross-validation to optimize model weights for averaging. Results In simulation studies, the proposed technique outperforms commonly used alternative methods under high-dimensional regression setting, in terms of minimizing the mean of the squared prediction error. We apply the proposed method to a riboflavin data, the result show that such method is quite efficient in forecasting the riboflavin production rate, when there are thousands of genes and only tens of subjects. Conclusions Compared with a recent high-dimensional model averaging procedure (Ando and Li in J Am Stat Assoc 109:254–65, 2014), the proposed approach enjoys three appealing features thus has better predictive performance: (1) More suitable methods are applied for model constructing and weighting. (2) Computational flexibility is retained since each candidate model and its corresponding weight are determined in the low-dimensional setting and the quadratic programming is utilized in the cross-validation. (3) Model selection and averaging are combined in the procedure thus it makes full use of the strengths of both techniques. As a consequence, the proposed method can achieve stable and accurate predictions in high-dimensional linear models, and can greatly help practical researchers analyze genetic data in medical research.

Timing of repeated movements: Test of a two-stage model

1997 ◽  
Author(s):  
Saul Sternberg ◽  
Teresa Pantzer
Keyword(s):  
Stage Model ◽  
Two Stage

Nonlinear dynamics of pulsating detonation wave with two-stage chemical kinetics in the shock-attached frame

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Yaroslava E. Poroshyna ◽  
Aleksander I. Lopato ◽  
Pavel S. Utkin
Keyword(s):  
Wave Propagation ◽  
Detonation Wave ◽  
Model Comparison ◽  
Approximation Order ◽  
Transition Regime ◽  
Stage Model ◽  
Two Stage ◽  
One Dimensional ◽  
Kinetics Of ◽  
Detonation Wave Propagation

Abstract The paper contributes to the clarification of the mechanism of one-dimensional pulsating detonation wave propagation for the transition regime with two-scale pulsations. For this purpose, a novel numerical algorithm has been developed for the numerical investigation of the gaseous pulsating detonation wave using the two-stage model of kinetics of chemical reactions in the shock-attached frame. The influence of grid resolution, approximation order and the type of rear boundary conditions on the solution has been studied for four main regimes of detonation wave propagation for this model. Comparison of dynamics of pulsations with results of other authors has been carried out.

scholarly journals Correction to: Identifying resting locations of a small elusive forest carnivore using a two-stage model accounting for GPS measurement error and hidden behavioral states

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Dalton J. Hance ◽  
Katie M. Moriarty ◽  
Bruce A. Hollen ◽  
Russell W. Perry
Keyword(s):  
Measurement Error ◽  
Stage Model ◽  
Two Stage ◽  
Gps Measurement ◽  
Behavioral States

An amendment to this paper has been published and can be accessed via the original article.

Two-stage model for estimating the spatiotemporal distribution of hourly PM1.0 concentrations over central and east China

2019 ◽  
Vol 675 ◽  
pp. 658-666 ◽  
Author(s):  
Wei Wang ◽  
Feiyue Mao ◽  
Bin Zou ◽  
Jianping Guo ◽  
Lixin Wu ◽  
...  
Keyword(s):  
Spatiotemporal Distribution ◽  
East China ◽  
Stage Model ◽  
Two Stage

Emotion Expressions

2011 ◽  
Vol 20 (6) ◽  
pp. 407-408 ◽  
Author(s):  
Azim F. Shariff ◽  
Jessica L. Tracy
Keyword(s):  
Historical Perspective ◽  
Empirical Work ◽  
Stage Model ◽  
Two Stage ◽  
Cultural Symbols ◽  
Expression Of Emotions ◽  
Complete Story

We appreciate Barrett’s (2011, this issue) comments and her discussion of how our two-stage model is and is not consistent with Darwin’s views on the evolution of emotion expressions. Like many pioneering books, Darwin’s The Expression of Emotions in Man and Animals represents a flurry of novel and revolutionary, yet often inconsistent, ideas, which lend themselves to different readings. However, while the historical perspective Barrett provides is useful, the scientific conversation on emotion expressions has evolved since Darwin. Here, we briefly discuss why the two alternative explanations Barrett offers for the origins of emotion expressions—expressions as cultural symbols and/or as evolutionary byproducts—are both untenable in light of existing research. We also note that although evidence for our two-stage model is currently incomplete, our goal was not to tell a complete story. Instead, we sought to offer the best emerging explanation for the existing research and provide a path for future empirical work that can test it.

scholarly journals Two-stage model for multivariate longitudinal and survival data with application to nephrology research

2017 ◽  
Vol 59 (6) ◽  
pp. 1204-1220 ◽  
Author(s):  
Ipek Guler ◽  
Christel Faes ◽  
Carmen Cadarso-Suárez ◽  
Laetitia Teixeira ◽  
Anabela Rodrigues ◽  
...  
Keyword(s):  
Survival Data ◽  
Stage Model ◽  
Two Stage ◽  
Longitudinal And Survival Data
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