A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...

Pantelis Samartsidis, Claudia R. Eickhoff, Simon B. Eickhoff, Tor D. Wager, Lisa Feldman Barrett, Shir Atzil, Timothy D. Johnson, Thomas E. Nichols Journal of the Royal Statistical Society. Series C ...

Quantum chemistry uses quantum mechanics for the first-principle exploration of chemical systems. In principle, all chemical phenomena can be studied by solving the Schrödinger equation, the ...

When applying machine learning to trading strategy, two inevitable practical issues are achieving interpretable results and securing robustness to market changes. To overcome these challenges, ...