Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/331255 
Year of Publication: 
2025
Series/Report no.: 
ITS 33rd European Conference 2025: "Digital innovation and transformation in uncertain times", Edinburgh, UK, 29th June – 1st July 2025
Publisher: 
International Telecommunications Society (ITS), Calgary
Abstract: 
Eco-RETINA is an innovative and eco-friendly algorithm explicitly designed for out-of-sample prediction. Functioning as a regression-based flexible approximator, it is linear in parameters but nonlinear in inputs, employing a selective model search to optimize performance. The algorithm adeptly manages multicollinearity, emphasizing speed, accuracy, and environmental sustainability. Its modular and transparent structure facilitates easy interpretation and modification, making it an invaluable tool for researchers in developing explicit models for out-of-sample forecasting. The algorithm generates outputs such as a list of relevant transformed inputs, coefficients, standard deviations, and confidence intervals, enhancing its interpretability.
JEL: 
C14
C45
C51
C63
Document Type: 
Conference Paper

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