Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

On the basis of two data sets containing Loss Given Default (LGD) observations of home equity and corporate loans, we consider non-linear and non-parametric techniques to model and forecast LGD. These ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of Nadaraya-Watson kernel regression using the C# language. NW kernel regression is simple to implement and is ...

In multivariate regression, a K -dimensional response vector is regressed upon a common set of p covariates, with a matrix B* ∈ ℝ p×K of regression coefficients. We study the behavior of the ...