Robuta

https://jmlr.org/papers/v22/20-768.html Prediction Under Latent Factor Regression: Adaptive PCR, Interpolating Predictors and Beyond factor regressionpredictionlatent https://ideas.repec.org/p/wuu/wpaper/hsc1409.html Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging Downloadable! We examine possible accuracy gains from using factor models, quantile regression and forecast averaging for computing interval forecasts of... probabilistic forecastingspot pricesquantile regressionelectricity https://arxiv.org/abs/1903.09741 [1903.09741] Bayesian Factor-adjusted Sparse Regression Abstract page for arXiv paper 1903.09741: Bayesian Factor-adjusted Sparse Regression 1903bayesianfactoradjustedsparse https://www.jmlr.org/papers/v24/21-0515.html Naive regression requires weaker assumptions than factor models to adjust for multiple cause...