Here is box plot and dist plot of the 3 year returns after outlier treatment. Here is the correlation matrix of the data after outlier treatment Here is an table which shows us testing scores of ...

Whereas Ridge Regression and Shrinkage both penalize extreme eigenvalues ... For instance, the eigenspectrum of the EEG autocovariance matrix in Figure A3 in Supplementary Material suggests that the ...

The current STreeD Framework implements a broad set of such optimization tasks, from group fairness constraints to regression. For an explanation ... or with the misclassification cost matrix, and the ...