A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...

GPR works well with small datasets and generates a metric of confidence of a predicted result, but it's moderately complex and the results are not easily interpretable, says Dr. James McCaffrey of ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...