This study examined the relationship between the Monetary Policy Rate (MPR) and inflation across five continents from 2014 to 2023 using both Frequentist and Bayesian Linear Mixed Models (LMM). It ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.

Abstract: We study regression (or prediction) of sequential data, which may have missing entries and/or different lengths. This problem is heavily investigated in the machine learning literature since ...

Abstract: In this paper, we introduce the so-called hierarchical interaction models, where we assume that the computation of the value of a function m : ℝ d → ℝ is done in several layers, where in ...