The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach.
Ines WilmsSarah GelperChristophe CrouxPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- predictive power
- high dimensional
- granger causality
- competitive advantage
- logistic regression
- prediction accuracy
- predictive accuracy
- business models
- business processes
- multivariate time series
- impulse response
- decision making
- high dimensionality
- error correction
- data mining
- high dimensional data
- causal relationships
- feature space
- dimension reduction
- data points
- dimensionality reduction
- data sets
- low dimensional
- nearest neighbor
- financial data
- higher order