Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.
Volumetric Karl Fischer titration accurately determines water content in various samples, adhering to European Pharmacopoeia ...
Felimban, R. (2025) Financial Prediction Models in Banks: Combining Statistical Approaches and Machine Learning Algorithms.
This is the code for SGIR, a semi-supervised framework for Graph Imbalanced Regression. Data imbalance is easily found in annotated data when the observations of certain continuous label values are ...
Abstract: This article focuses on the design of a hierarchical framework for locating faults in smart grids by resorting to only modal components of three-phase voltage measurements. The search space ...
TheWebConf'24 full paper - "Linear-Time Graph Neural Networks for Scalable Recommendations" - QwQ2000/TheWebConf24-LTGNN-PyTorch ...
Abstract: In generalized graph signal processing (GGSP), a function (an element from a separable Hilbert space) is associated with each vertex. To perform non-linear filtering and regression under the ...