We address the Least Quantile of Squares (LQS) (and in particular the Least Median of Squares) regression problem using modern optimization methods. We propose a Mixed Integer Optimization (MIO) ...
Learn how hedonic regression helps estimate factors affecting prices in real estate and consumer goods, aiding in precise valuation and quality adjustment.
We adopt the least squares Monte Carlo (LSMC) method to price time-capped American options. The cap can be an independent random variable or dependent on the asset price at a random time. We ...
A statistical technique for fitting a curve to a set of data points. One of the variables is transformed by taking its logarithm, and then a straight line is fitted to the transformed set of data ...
ABSTRACT There are a variety of multivariate statistical methods for analyzing the relations between two datasets. Two commonly used methods are canonical correlation analysis (CCA) and maximum ...
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