# synthetic_gpr.py # scikit Gaussian process regression on synthetic data # Anaconda3-2022.10 Python 3.9.13 # scikit 1.0.2 Windows 10/11 import numpy as np import pickle from sklearn.gaussian_process ...

The Data Science Lab. Gaussian Process Regression from Scratch Using C#. GPR works well with small datasets and generates a metric of confidence of a predicted result, but it's moderately complex and ...

We present a multi-Gaussian process regression approach, which is well suited for the over-the-counter derivative portfolio valuation involved in credit valuation adjustment (CVA) computation. Our ...