Missing relevant example in financial domain?regression/mulitivariate regression?

Hello, Yes, simple and multivariate regression can be very useful in a financial context. We can study the proportion of variability explained by the independent variable(s). So, for example if we want to regress a stock's returns on national GDP growth,a regression would allow us to study the relationship between the two variables in a more complete way compared to a correlation analysis. Best, Ned

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Amul

Last answered:

20 Oct 2021

Posted on:

20 Oct 2021

are there any usecases of regression on financial data?

in Python for Finance / Running a Multivariate Regression in Python

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Nedko Krastev

Posted on:

20 Oct 2021

are there any usecases of regression on financial data?

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