Search Results for author: Matthew Harding

Found 5 papers, 0 papers with code

Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data

no code implementations6 Mar 2022 Matthew Harding, Carlos Lamarche, Chris Muris

In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models.

Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?

no code implementations9 Feb 2022 Matthew Harding, Gabriel F. R. Vasconcelos

We show that it is possible to find machine learning algorithms that can replicate the behavior of the bank managers.

BIG-bench Machine Learning

Predicting Mortality from Credit Reports

no code implementations5 Nov 2021 Giacomo De Giorgi, Matthew Harding, Gabriel Vasconcelos

Data on hundreds of variables related to individual consumer finance behavior (such as credit card and loan activity) is routinely collected in many countries and plays an important role in lending decisions.

A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment

no code implementations9 Aug 2018 Matthew Harding, Carlos Lamarche

In the second step, standard panel quantile methods are employed on a subset of weighted observations.

Scalable Bayesian Non-Negative Tensor Factorization for Massive Count Data

no code implementations18 Aug 2015 Changwei Hu, Piyush Rai, Changyou Chen, Matthew Harding, Lawrence Carin

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors.

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