PBDC: Investigating The Source Of Outperformance
Putnam BDC Income ETF has outperformed the VanEck BDC Income ETF with strategic stock selection and active management. Learn more about PBDC ETF here.
IEEE19d
ALPCAH: Subspace Learning for Sample-wise Heteroscedastic Data
Heteroscedastic methods aim to deal with such mixed data quality. This paper develops a subspace learning method, named ALPCAH, that can estimate the sample-wise noise variances and use this ...
Scientific Research Publishing23d
Brockwell, P.J. and Davis, R.A. (2016) Introduction to Time Series and Forecasting. 2nd Edition, Springer.
ABSTRACT: This paper presents a comparative study of ARIMA and Neural Network AutoRegressive (NNAR) models for time series forecasting. The study focuses on simulated data generated using ARIMA(1, 1, ...