During the last year I was working on developing several forecasting models which I was checking mainly in energy markets. They are based on regression, autocorrelation and also machine learning ...
Are there any methods of prediction (machine learning, regression, etc.) which are designed to maximize the rank correlation (spearman correlation, kendall's tau, etc.) of your prediction with your ...
A new Danish hedge fund has received quite a large amount of attention in the last month or so. They are launching a new investment fund that uses proprietary AI to select stocks to invest in. They ...