Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

We develop a Bayesian method for nonparametric model—based quantile regression. The approach involves flexible Dirichlet process mixture models for the joint distribution of the response and the ...

After dropping 3.45% on Sept. 30, Bitcoin (BTC) missed out on a monthly bullish engulfing candle for the first time since January 2023. Still, a year-long bull flag remains in play for Bitcoin, which ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Bitcoin’s (BTC) strong weekly return of 9.84% exhibited a clear bullish breakout above the descending trendline pattern, which has been active since March 2024. In light of that, Sina, the co-founder ...

The main focus of this short course will be the Bayesian aspect of it. That means this is a slightly more advanced course requiring some knowledge of basic probability, regression methods, and the R ...

A novel Bayesian Hierarchical Network Model (BHNM) is designed for ensemble predictions of daily river stage, leveraging the spatial interdependence of river networks and hydrometeorological variables ...

We propose a Bayesian semiparametric methodology for quantile regression modelling. In particular, working with parametric quantile regression functions, we develop ...