Ryan Ball
Biographic Data
| ID | 8940706 |
|---|---|
| NAME | Ryan Ball |
| GIVEN NAMES | Ryan |
| FAMILY NAME | Ball |
| SIGNATURE | BALL R |
| AFFILIATIONS | University of Michigan |
| ORCID | 0000-0002-3707-6725 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Panel data nowcasting
The paper uses structured machine learning regressions for nowcasting with panel data consisting of series sampled at different frequencies. Motivated by the problem of predicting corporate earnings for a large cross‐section of firms with macroeconomic, financial, and news time series sampled at different frequencies, we focus on the sparse‐group LASSO regularization which can take advantage of the mixed‐frequency time series panel data structure…
No prominent works on this page.
Panel data nowcasting
The paper uses structured machine learning regressions for nowcasting with panel data consisting of series sampled at different frequencies. Motivated by the problem of predicting corporate earnings for a large cross‐section of firms with macroeconomic, financial, and news time series sampled at different frequencies, we focus on the sparse‐group LASSO regularization which can take advantage of the mixed‐frequency time series panel data structure…
Computer Science (1 work) · Earnings (1 work) · Econometrics (1 work) · Economics (1 work) · Finance (1 work) · Financial Markets and Investment Strategies (1 work) · Financial Risk and Volatility Modeling (1 work) · Machine learning (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work)