Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on this powerful machine learning technique used to predict a single numeric value. A regression problem is one ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...