Asset selection using Factor Model and Data Envelope Analysis - A Quantile Regression approach [PDF]
With the growing number of stocks and other financial instruments in the investment market, there is always a need for profitable methods of asset selection. The Fama-French three factor model, makes the problem of asset selection easy, by narrowing down
David E Allen, Abhay Kumar Singh
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Local bilinear multiple-output quantile regression
, 2010 info:eu-repo/semantics ...
Paindaveine, Davy
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A Poisson Ridge Regression Estimator
The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML). The ML method is very sensitive to multicollinearity. Therefore, we present a new Poisson ridge regression
Shukur, Ghazi, Månsson, Kristofer
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Prediction of athlete performance based on a gradient regression model. [PDF]
Sci RepWei X, Liang S, Diao W.
europepmc +1 more source
Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]
Sci RepOliveira MI, Cysneiros FJA, Barros M.
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A random regression model for total litter weight in mice. [PDF]
J Anim SciJahnel RE, Langhammer M, Reinsch N.
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Predicting Win-Loss Probabilities for Composite Time-to-Event Outcomes Under The Proportional Win-Fractions Regression Model. [PDF]
Stat MedMao L.
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A Heuristic Approach of Model Selection in Multiple Nonlinear Regression Analysis
This paper reflects a research goal of which is to develop heuristic approach for multiple nonlinear regression analysis model selection. From sixteen heuristic search algorithms suitable for multiple nonlinear regression analysis eight most popular ...
Jēkabsons, Gints, Lavendels, Jurijs
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Smoothing: Local Regression Techniques [PDF]
Smoothing methods attempt to find functional relationships between different measurements. As in the standard regression setting, the data is assumed to consist of measurements of a response variable, and one or more predictor variables.
Loader, Catherine
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UniTriRob: a robust machine learning regression model for predicting lettuce yields in aeroponic vertical farming. [PDF]
Sci RepRajendiran G +4 more
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