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

Battle Count: 104

Highly relevant for volatility forecasting in quantitative trading strategies, risk management, and option pricing.

Implementation of HAR model is straightforward, but proper tuning of ML models and extensive data processing may increase complexity.

The paper provides detailed information on data sources, model specifications, and evaluation metrics. Code is not explicitly mentioned but methodology is well-described.