Flirting with Models

The Research Library of Newfound Research

Tag: forecasting

Estimating from Historical Data

Estimating from historical data requires many assumptions about similarity. Reducing the number of estimated parameters can control model risk.

Predicting, Forecasting and Black Swans

Black swans, by definition, are unknowns unknowns. When we design models, we incorporate rules to mitigate the risk of model failure regardless of cause.

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