2 ms·
Up to a point where the prediction runs afoul of the time horizon and changing unmodelled circumstances. They do not have sufficient explicit risk or variance
by AstralStorm 1y ago
Up to a point where the prediction runs afoul of the time horizon and changing unmodelled circumstances.
They do not have sufficient explicit risk or variance management. Makes them highly fragile. There are more robust versions of the estimators... Still have a problem.
Remember 2008? That market ran on these easy models.