Definition: A statistical method used to examine the relationship between one or more independent variables and a dependent variable. Application: Commonly used for prediction and forecasting, where ...
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1 School of Mathematics and Statistics, Henan University, Kaifeng, China 2 School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou, China Based on ...
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Cross-correlation is a statistical measure of how different assets tend to move in price relative to each other over time. It is commonly used in developing portfolios that are optimized for effective ...