Tag: index
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The C-index Multiverse
The C-index Multiverse arXiv:2508.14821v1 Announce Type: new Abstract: Quantifying out-of-sample discrimination performance for time-to-event outcomes is a fundamental step for model evaluation and selection in the context of predictive modelling. The concordance index, or C-index, is a widely used metric for this purpose, particularly with the growing development of machine learning methods. Beyond differences between…
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Survey on Algorithms for multi-index models
Survey on Algorithms for multi-index models arXiv:2504.05426v1 Announce Type: new Abstract: We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is guaranteed by these methods, and their sample complexity. In many cases,…
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An Artificial Trend Index for Private Consumption Using Google Trends
An Artificial Trend Index for Private Consumption Using Google Trends arXiv:2503.21981v1 Announce Type: cross Abstract: In recent years, the use of databases that analyze trends, sentiments or news to make economic projections or create indicators has gained significant popularity, particularly with the Google Trends platform. This article explores the potential of Google search data to…
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How to Find Seasonality Patterns in Time Series
How to Find Seasonality Patterns in Time Series Using Fourier Transforms to detect seasonal components In my professional life as a data scientist, I have encountered time series multiple times. Most of my knowledge comes from my academic experience, specifically my courses in Econometrics (I have a degree in Economics), where we studied statistical properties…