Oct 30, 2021
By my calculations the MAPE(%) for a Martingale Model, E[F(t)|t-1]=F(t-1), as would be suggested by the Efficient Markets Hypothesis is 1.7%, crushing all of the presented models.
By my calculations the MAPE(%) for a Martingale Model, E[F(t)|t-1]=F(t-1), as would be suggested by the Efficient Markets Hypothesis is 1.7%, crushing all of the presented models.
Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.