HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning

By Francesco Audrino, Jonathan Chassot

Published 2024-06-12

Everscope rating

1621.7

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Comparative analysis. Problem types: Time Series Forecasting, Regression.

arXiv:2406.08041 · Paper rankings

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