The multivariate model is a popular statistical tool that uses multiple variables to forecast possible investment outcomes.

A multivariate subset (or 'partially') reduced-rank regression model is considered as an extension of the usual multivariate reduced-rank model. In the model, the reduced-rank coefficient structure is ...

Multivariate adaptive regression splines (MARS) have useful features to effectively reduce the number of terms in a model.

Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!

PresenterConor DolanDate first presentedJune 2022 Virtual WorkshopContentIn this lecture, the univariate twin model is extended to the bivariate twin model. It is explained how the variance in two ...