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Robuta
https://jmlr.org/papers/v22/20-768.html
Prediction Under Latent Factor Regression: Adaptive PCR, Interpolating Predictors and Beyond
factor regression
prediction
latent
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 forecasting
spot prices
quantile regression
electricity
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
1903
bayesian
factor
adjusted
sparse
https://www.jmlr.org/papers/v24/21-0515.html
Naive regression requires weaker assumptions than factor models to adjust for multiple cause...