This is a summary of links featured on Quantocracy on Wednesday, 05/10/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Winning with Simple, not even Linear Time-Series Models [Sarem Seitz]As the name implies, today we want to consider almost trivially simple models. Although the current trend points towards complex models, even for time-series models, I am still a big believer in simplicity. In particular, when your dataset is small, the subsequent ideas might be useful. To be fair, this article will probably be most valuable for people who are just starting out with time-series