If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...
Abstract: We investigate sequential nonlinear regression and introduce a novel gradient boosting algorithm that exploits the residuals, i.e., prediction errors, as additional features, as inspired by ...
Turn information overload into actionable insight and gain understanding of the macroeconomic elements driving market actions.
Abstract: This article proposes a deep Koopman-based identification method for nonlinear dynamical systems with modeling residuals learned recursively by incremental Gaussian process regression (IGPR) ...