This article was written by David Krein, Head of Real-Time Pricing Research and Chirag Gupta, AI Researcher at Bloomberg. Welcome to Pricing Insights our series exploring key themes in the fixed ...

This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using JavaScript. Linear regression is the simplest machine learning technique to predict a single numeric value, ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

I have a time series y of shape 365 x 4 = 1460. I also have exog of shape (1460, 10), of which the index 0 column is the time index (from 0 to 1459). First I fit a linear regression and then modeled ...

Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. Nowadays, frontiers among different sciences are revealed as diffuse, and as a ...

Abstract: The analysis of online art education data is a systematic project, which involves multiple disciplines and needs to consider all aspects comprehensively. This paper improves and perfects the ...

Abstract: The linear minimum mean-square error estimator (LMMSE) can be viewed as a solution to a certain regularized least-squares problem formulated using model ...