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 ...
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 ...