3 ms·
What you said about daily data is precisely what makes stock mkt so interesting and challenging : nonstationarity. "outliers and events outside of the data, ne
by deehouie 6y ago
What you said about daily data is precisely what makes stock mkt so interesting and challenging : nonstationarity.
"outliers and events outside of the data, news" : these are precisely the stuff your models need to learn, and the fact that you consider them noise tells me most folks have no clue how to predict these "noise".