Category Archives: Publications

BooST (Boosting Smooth Trees) a new Machine Learning Model for Partial Effect Estimation in Nonlinear Regressions

By Gabriel Vasconcelos and Yuri Fonseca   We are happy to introduce our new machine learning method called Boosting Smooth Trees (BooST) (full article here). This model was a joint work with professors Marcelo Medeiros and Álvaro Veiga. The BooST … Continue reading

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ArCo in the R Journal

The (Artificial Counterfactual) ArCo package is now fully described in a paper in the R Journal (click here). There you can find details about the model, examples and applications on simulated and real data and a comparison with the Synthetic … Continue reading

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New Publication: Real-time inflation forecasting with high-dimensional models: the case of Brazil

Check out our new publication on forecasting inflation using large datasets and statistical learning techniques. Real-time inflation forecasting with high-dimensional models: The case of Brazil International Journal of Forecasting (2017) Márcio Garcia, Marcelo C. Medeiros, Gabriel F. R. Vasconcelos Link

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