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How far back does your data go? If you only have one or two years worth of data you could run into over fitting problems using just data driven methods.
That being said, cross correlation is a good way to filter out bad variables that likely won't…
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- Field of Expertise:
- Finance, Other
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- Technical, Other
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- At 3:08am on April 2, 2008,
Prof. Anthony P. M. Coxon said… - Hi and welcome.
Do you currently use MDS?
Tony
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