India is the largest producer of cotton in the world. For proper planning and designing of policies related to cotton, robust forecast of future production is utmost necessary. In this study, an ...

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 ...

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 ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data.

For more information on this research see: A Hybrid Model for Forecasting Realized Volatility Based on Heterogeneous Autoregressive Model and Support Vector Regression. Risks, 2024,12 (1).

Vector autoregression with exogenous variables (VARX) has been used as a powerful model for portfolio returns. We provide a regularization method, based on network analysis, that reduces the ...