Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression.

Hui Tian Andrew Yim David P. Newton

Published in: Manag. Sci. (2021)

Keyphrases

quantile regression
cross validated
least squares
cross validation
data sets
support vector regression
linear regression
prediction intervals
feature selection
decision trees
bayesian networks
regression model
logistic regression
density estimation
log likelihood