Understanding Multivariate Models: Forecasting Investment Outcomes

Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in ...
JSTOR Daily

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...
JSTOR Daily

The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies ...
Harvard Business School

Multivariate Unsupervised Machine Learning for Anomaly Detection in Enterprise Applications

Elsner, Daniel, Pouya Aleatrati Khosroshahi, Alan MacCormack, and Robert Lagerström. "Multivariate Unsupervised Machine Learning for Anomaly Detection in Enterprise Applications." Proceedings of the ...
Insurancenewsnet.com

Findings from University of Melbourne in the Area of Actuarial Science Reported (A New Multivariate Zero-inflated Hurdle Model With Applications In Automobile Insurance ...

2022 JAN 27 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- A new study on Science - Actuarial Science is now available. According to news reporting out of Melbourne, ...