The support vector machine (SVM) is known for its good performance in two-class classification, but its extension to multiclass classification is still an ongoing research issue. In this article, we ...

This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers (2008) and show that, when ...

The Basel Accords allow banks to estimate credit risk. Accordingly, more attention has been dedicated recently to the analysis of loss given default (LGD) and the development of an LGD estimation ...

This paper investigates whether or not the factors influencing inflation in Uganda have changed over the last decade. The study applies the vector auto regression (VAR) methodology to establish how ...

This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for ...