By Gabriel Vasconcelos Introduction Vector Autorregresive (VAR) models are very popular in economics because they can model a system of economic variables and relations. Bayesian VARs are receiving a lot...continue reading.
Benford’s Law for Fraud Detection with an Application to all Brazilian Presidential Elections from 2002 to 2018
By Gabriel Vasconcelos and Yuri Fonseca The intuition Let us begin with a brief explanation about Benford’s law and why should it work as a fraud detector method. Given a...continue reading.
BooST (Boosting Smooth Trees) a new Machine Learning Model for Partial Effect Estimation in Nonlinear Regressions
By Gabriel Vasconcelos and Yuri Fonseca We are happy to introduce our new machine learning method called Boosting Smooth Trees (BooST) (full article here). This model was a joint...continue reading.
By Yuri Fonseca Demand models In the previous post about pricing optimization (link here), we discussed a little about linear demand and how to estimate optimal prices in that case....continue reading.