This article explains how to create and use Gaussian process regression (GPR) models. Compared to other regression techniques, GPR is especially useful when there is limited training data. There are ...

Our approach avoids nested simulation or simulation and regression of cashflows by learning a Gaussian metamodel for the mark-to-market cube of a derivative portfolio. We model the joint posterior of ...

A linear regression model can be created in Excel to make the process simpler. Article Sources. Investopedia requires writers to use primary sources to support their work.

Duration: 12h. In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial ...

Model building via linear regression models. Method of least squares, theory and practice. Checking for adequacy of a model, examination of residuals, checking outliers. Practical hand on experience ...

There are many different techniques available to create a regression model. Some common techniques, listed from less complex to more complex, are: linear regression, linear lasso regression, linear ...