Graham Giller
Oct 30, 2021

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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.

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Graham Giller
Graham Giller

Written by Graham Giller

Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.

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