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stepwise-regression

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Riskfolio-Lib

Contains a wide-ranging collection of compressed sensing and feature selection algorithms. Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learning, and basis pursuit.

  • Updated Mar 28, 2022
  • Julia

My role in this group project was to perform regression analysis on quarterly financial data to predict a company's market capitalization. I used R to develop ordinary least squares (OLS), stepwise, ridge, lasso, relaxed lasso, and elastic net regression models. I first used stepwise and OLS regression to develop a model and examine its residual…

  • Updated Jun 29, 2021

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