Yarema Okhrin
Datos Biográficos
| ID | 8920408 |
|---|---|
| NOMBRE | Yarema Okhrin |
| NOMBRES | Yarema |
| APELLIDO | Okhrin |
| FIRMA | OKHRIN Y |
| AFILIACIONES | University of Augsburg |
| ORCID | 0000-0003-4704-5233 |
| VERIFICADO | Sí |
| TOTAL DE OBRAS | 3 |
| TOTAL DE CITAS | 0 |
| TOTAL COMO AUTOR | 3 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 2023 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2025 |
| ÍNDICE H | 0 |
Empirical similarity for revealing the US interest rate policy
We model the Fed’s decisions about interest rate adjustments via the flexible nonlinear empirical similarity (ES) concept which relies on ideas of case-based reasoning particularly suitable for decision making under uncertainty. We postulate that the Fed’s adjustment decision in a given situation should be close to those in similar economic situations. We evaluate the empirical fit of the ES concept in comparison with the linear reaction function…
Monitoring Network Changes in Social Media
Econometricians are increasingly working with high-dimensional networks and their dynamics. Econometricians, however, are often confronted with unforeseen changes in network dynamics. In this article, we develop a method and the corresponding algorithm for monitoring changes in dynamic networks. We characterize two types of changes, edge-initiated and node-initiated, to feature the complexity of networks. The proposed approach accounts for three …
Optimal Shrinkage-Based Portfolio Selection in High Dimensions
In this article, we estimate the mean-variance portfolio in the high-dimensional case using the recent results from the theory of random matrices. We construct a linear shrinkage estimator which is distribution-free and is optimal in the sense of maximizing with probability 1 the asymptotic out-of-sample expected utility, that is, mean-variance objective function for different values of risk aversion coefficient which in particular leads to the m…
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Optimal Shrinkage-Based Portfolio Selection in High Dimensions
In this article, we estimate the mean-variance portfolio in the high-dimensional case using the recent results from the theory of random matrices. We construct a linear shrinkage estimator which is distribution-free and is optimal in the sense of maximizing with probability 1 the asymptotic out-of-sample expected utility, that is, mean-variance objective function for different values of risk aversion coefficient which in particular leads to the m…
Monitoring Network Changes in Social Media
Econometricians are increasingly working with high-dimensional networks and their dynamics. Econometricians, however, are often confronted with unforeseen changes in network dynamics. In this article, we develop a method and the corresponding algorithm for monitoring changes in dynamic networks. We characterize two types of changes, edge-initiated and node-initiated, to feature the complexity of networks. The proposed approach accounts for three …
Empirical similarity for revealing the US interest rate policy
We model the Fed’s decisions about interest rate adjustments via the flexible nonlinear empirical similarity (ES) concept which relies on ideas of case-based reasoning particularly suitable for decision making under uncertainty. We postulate that the Fed’s adjustment decision in a given situation should be close to those in similar economic situations. We evaluate the empirical fit of the ES concept in comparison with the linear reaction function…
Artificial Intelligence (2 obras) · Computer Science (2 obras) · Econometrics (2 obras) · Economics (2 obras) · Mathematics (2 obras) · Applied Mathematics (1 obras) · Asymptotic distribution (1 obras) · Centrality (1 obras) · Combinatorics (1 obras) · Complex Network Analysis Techniques (1 obras)