Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on creating an approximation of a dataset that has fewer columns. Imagine that you have a dataset that has many ...
Detecting changes in asset co-movements is of great importance to financial practitioners, with numerous risk management benefits arising from the timely detection of breakdowns in historical ...
At first thought, computing the similarity/distance between two datasets sounds easy, but in fact the problem is extremely difficult, explains Dr. James McCaffrey of Microsoft Research. A fairly ...