Research topic58 readings
Time series and forecasting
Time series and forecasting within quantitative-models.
FieldQuantitative models1156 readingsThe registry
Entries in this field
The archive58 readings
Readings on this topic
1993Walk-forward evaluation of monthly yield and real-rate forecasts1993Constructing stochastic, RSI and CCI inputs for forecasts1993Antithetic twins to cancel origin-linked forecast bias1993Cost-aware walk-forward evaluation of pattern-detector signals1993Auditing an index price-earnings multiple with short-rate regression1993Constructing walk-forward forecasts with linear and moving-average baselines1993Constructing forecast inputs with moving averages, Fourier transforms and intermarket spreads1993Walk-forward halt rules for forecast models1993Walk-forward hybrid rules for intermarket forecast stacks1994Evaluating money supply as a linear leading-index baseline1994Constructing a dual-net day-ahead index direction forecast1995Linear baseline holdout checks for annual bill-rate forecasts