Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the ...