Experimental comparison of the predictive power of quantile regression and bayes quantile regression
Kornev, Mikhail (A.A. 2021/2022) Experimental comparison of the predictive power of quantile regression and bayes quantile regression. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 42. [Master's Degree Thesis]
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Abstract/Index
Topic, research problems and delimitations. Quantile regression models. Motivation of quantile approach. Methodology of quantile regression. Role of quantile regression in empirical research. Quantile models based on bayes approac. Experimental comparison of the models. Methodology of experiments. Preliminary analysis of the Boston Housing data. Results of experiments. Results on generated data. Results on real data. Discussion of the results.
References
Bibliografia: pp. 23-24.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Oct 2022 15:14 |
| Last Modified: | 03 Oct 2022 15:14 |
| URI: | https://tesi.luiss.it/id/eprint/33519 |
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