Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric ...
In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
After dropping 3.45% on Sept. 30, Bitcoin (BTC) missed out on a monthly bullish engulfing candle for the first time since January 2023. Still, a year-long bull flag remains in play for Bitcoin, which ...