Abstract: Machine learning often lacks transparent performance indicators, especially in generating point predictions. This paper addresses this limitation through conformal prediction, a ...
The numpy-financial package contains a collection of elementary financial functions. The financial functions in NumPy are deprecated and eventually will be removed from NumPy; see NEP-32 for more ...
The t-Digest construction algorithm uses a variant of 1-dimensional k-means clustering to produce a very compact data structure that allows accurate estimation of quantiles. This t-Digest data ...
Abstract: In quantile regression models, numerous penalization methods have been developed to deal with ordinary least-squares method problems. Such methods are ridge penalized quantile regression, ...