Category: Blog

Basic Understanding of Quantitative Modelling

Basic Understanding of Quantitative Modelling

The main goal is to show how a quantitative model could be recognized among daily routines. The model is a mathematical representation of our knowledge about some investigated phenomenon. See the presentation.

Model Selection Algorithms in Forecasting

Data Mining in Business Analytics

The project contains a lecture course “Data Mining in Business Analytics”, materials of workshops and code. It is devoted to algorithms of data analysis and their applications. It includes practical examples from business and...

Index construction: expert-statistical technique

Index construction: expert-statistical technique

Introduction There are lots of ways to construct indices. However, when algorithms are chosen and some results obtained, the following question arises: – How to show adequacy of the calculated indices? To answer the...

Multivariate Regression Composer (MVR)

Multivariate Regression Composer (MVR)

The Multivariate Regression Composer (MVR) is an open-source software for generating and selecting non-linear regression models in Matlab. The basic version of the MVR Composer could be downloaded as a zipped file (release 61)...

Mark up time series, demo

Mark up the time series – demo

Time series has similar patterns. A pattern consists of several segments. Each segment could be represented as a simple parametric regression function. The whole pattern is the sequence of concatenated regression functions.The following information...

Least angle regression

Least angle regression

LARS is one of the most effective algorithms to select linear regression models. It is not so greedy as step-wise regression and takes not so much steps as Lasso. to the list of examples...