Tekijä: | Elder IV, J.F. Finn, M.T. |
Otsikko: | Creating "optimally complex" models for forecasting |
Lehti: | Financial Analysts' Journal
1991 : JAN-FEB, p.73-79 |
Asiasana: | FORECASTING FORECASTING TECHNIQUES |
Kieli: | eng |
Tiivistelmä: | Modern statistical techniques can help the analyst to uncover the repetitive patterns in market behavior. Foremost among them is inductive modeling, inducing the model inputs and interconnections from the data. A new criterion, Minimum Description Length (MDL), helps to determine the optimum, trading model accuracy off against model complexity. |
SCIMA