Maximilian Goebel

Dual Interpretation of Machine Learning Forecasts

Philippe Goulet Coulombe, Maximilian Goebel, Karin Klieber

Machine learning predictions are typically interpreted as the sum of contributions of predictors. Yet, each out-of-sample prediction can also be expressed as a linear combination of in-sample values of the predicted variable, with weights corresponding to pairwise proximity scores between current and …

Maximally Forward-Looking Core Inflation

Philippe Goulet Coulombe, Karin Klieber, Christophe Barrette, Maximilian Goebel

Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized nonnegative ridge regression problem that optimizes the price index's …

Maximally Machine-Learnable Portfolios

Philippe Goulet Coulombe, Maximilian Goebel

When it comes to stock returns, any form of predictability can bolster risk-adjusted profitability. We develop a collaborative machine learning algorithm that optimizes portfolio weights so that the resulting synthetic security is maximally predictable. Precisely, we introduce MACE, a multivariate extension of …

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models

Francis X. Diebold, Maximilian Goebel, Philippe Goulet Coulombe

We use "glide charts" (plots of sequences of root mean squared forecast errors as the target date is approached) to evaluate and compare fixed-target forecasts of Arctic sea ice. We first use them to evaluate the simple feature-engineered linear regression (FELR) forecasts …

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume

Francis X. Diebold, Glenn D. Rudebusch, Maximilian Goebel, Philippe Goulet Coulombe et autres

Rapidly diminishing Arctic summer sea ice is a strong signal of the pace of global climate change. We provide point, interval, and density forecasts for four measures of Arctic sea ice: area, extent, thickness, and volume. Importantly, we enforce the joint constraint …

Post-Chemotherapy Histiocyte-Rich Pseudotumors: Radiologic and Endoscopic Mimics of Residual Lymphoma

Maximilian Goebel, Russell K. Brynes, David Yau, Randall Y. Chan et autres

Development of post-chemotherapy histiocyte-rich pseudotumor (PHP) is an underrecognized event following therapy in lymphoma patients and may mimic residual tumor using current therapy monitoring protocols. We report a series of 5 patients with PHP along with a review of the literature. In …

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AIO Mitteilungen

E. Holler, St. Thierfelder, Uta Behrends, L. Daum et autres

Impressum, Vol. 15, No. 1, 1992

E. Holler, St. Thierfelder, Uta Behrends, L. Daum et autres

K rcbsgesellschaft -K rebsliga u n te r F o rtfü h ru n g d e r « Ö ste rreic h isch e n Z e itu n g fü r O nkologie» S chriftleitung W issenschaftlicher B eirat H …

Industrieforum – Industrial Forum

E. Holler, St. Thierfelder, Uta Behrends, L. Daum et autres

A patient, 80-years-old, with fever, upper abdominal pain and intrahepatic foci.

Christoph Thomssen, Maximilian Goebel, Urte Grosser, W Wilmanns