fipelle/replication-pellegrino-2022-hyperparameters fipelle/replication-pellegrino-2022-hyperparameters

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    Julia
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    BSD 3-Clause "New...
  • Created over 5 years ago
  • Updated almost 2 years ago
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fipelle/replication-pellegrino-2022-hyperparameters
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Repository Details

Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting

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