Value-at-risk and expected shortfall (ES) are ubiquitous in finance. They are used by banks and asset managers to estimate the risk of portfolios. Regulators use them to set capital requirements. To ...
We describe two approaches to instrumental variable estimation in binary regression measurement error models. The methods entail constructing approximate mean models ...
Yang, Mochen, Edward McFowland III, Gordon Burtch, and Gediminas Adomavicius. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach ...
Explore how covariance reveals relationships between variables, its role in financial planning, and its application in the stock market for better investment strategies.
The VISTA telescope observed the Trifid Nebula, identifying previously hidden variable stars. These variable stars exhibit a period-luminosity relationship, meaning their intrinsic brightness is ...
SHENZHEN, China, Oct. 07, 2025 (GLOBE NEWSWIRE) -- MicroCloud Hologram Inc. (NASDAQ: HOLO), (“HOLO” or the "Company"), is a technology service provider. Regarding the optimization problem of variable ...
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