Hello,
I'm running a conditional logistic regression, with over 400 variables and 750000 rows of data. At present it takes 7-8 minutes to process, but due to the nature of the financial trading I'm using the model for, I need to run the model 30 to 40 times a day, as I add real time market information to one of the variables.
I've tried a two step process but I'm losing predictive accuracy.
Is there any way to run a regression of this scale quickly (45-60 seconds)?
Thanks,
Paul
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