Benchmarking Small Area Estimates (SAE)
Calibrating gridded surfaces by benchmarking their aggregates using direct estimates from credible sources.
small-area-estimation
geostatistics
Model-based small area estimation (SAE) relies on statistical models that incorporate covariate information and/or data from neighboring areas to enhance the precision of…
Portfolio construction for a fixed return investment objective
A comparison of different approaches
Investments
Quant-finance
This report presents a quantitative investment strategy that aims to construct a portfolio that closely tracks a \(15\%\) p.a. return, which acts as the minimum acceptable return for an investors. The strategy uses three different approaches to achieve this objective: minimum tracking error…
Learning representations in high-dimensional data
Regression and Classification
stats
machine-learning
High-dimensional data is the type of data1 which is characterized by the presence of many variables2. Due to the growing nature of variables of interest and data collection over the past years in diverse domains such as health-care/medicine, marketing, finance etc., there…
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