Predictive model calibration

A script exploring 3 useful concepts in predictive models
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Aktualisiert 2. Jan 2014

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This is the code supporting a blog posting on the Quantitative Support Services blog (http://www.quantsupport.com/qss-blog.html).

In this post, we discussing three concepts in predictive modeling:

* Monte Carlo methods
* Model calibration
* Bootstrapping

The first and the third concepts are closely related to each other and are among the more useful methods of this modern, computational era. We see that (thanks to the speed of modern computers) we can bypass the pages of equations and the constricting assumptions that dominated mathematical journal articles of the last 50 years and get straight to testable results.

The second concept is the mindset we'll need to test these results and decide if they have any merit.

Zitieren als

Michael Weidman (2024). Predictive model calibration (https://www.mathworks.com/matlabcentral/fileexchange/44899-predictive-model-calibration), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2013b
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Version Veröffentlicht Versionshinweise
1.0.0.0