haku: @indexterm Forecasting techniques / yhteensä: 246
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| 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. |
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