Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...
Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...
What is the probability of a US recession? UBS Research uses a variety of recession variability models to predict the likelihood of the US heading into a recession. Read our three-part series to learn ...
The NBA playoffs are almost here, with the play-in tournament tipping off later tonight. But while the regular season was careening toward a dramatic finish, we were hard at work creating a live ...