Exponentially Weighted Moving Models

By Eric Luxenberg, Stephen Boyd

Published 2024-04-25

Everscope rating

1761.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Exponentially Weighted Moving Model (EWMM). Problem types: Time Series Forecasting, Regression, Classification.

arXiv:2404.08136 · Code · Paper rankings

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