The purpose of this paper is to introduce a multiple regression model that allows for stochastic changes of the trading-day coefficients used to calculate trading-day variations. Estimation and ...

Profound truths are often rather simple truths. In terms of trading the FX market, there is a ton of different ways to find a nice trade to enter and subsequently to decide when to exit a trade. There ...

This phenomenon is called a calendar effect; it can be handled in PROC X11 by using the PDWEIGHTS (Prior Daily WEIGHTS) statement or the TDREGR=option (Trading-Day REGRession). The PDWEIGHTS statement ...

Rabobank has been using K-PAX to regression test Kondor+ since 2008. In January 2014 the bank embarked on an upgrade project of its trade and risk management system, with an initial timescale of ...

If you want to advance your data science skill set, Python can be a valuable tool for SEOs to generate deep data insights to help your brand. The programming language of Python is gaining popularity ...

Orthogonal regression is one of the standard linear regression methods to correct for the effects of measurement error in predictors. We argue that orthogonal ...