Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric ...
Quantile regression has emerged as a significant extension of traditional linear models and its potential in survival applications has recently been recognized. In this paper we study quantile ...
In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 62, No. 5 (NOVEMBER 2013), pp. 723-740 (18 pages) We explore a particular fully parametric approach to quantile regression ...
The study departs from conventional mean-based economic forecasting by focusing on quantile prediction, a technique that ...
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