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Article Archive For Keyword: Optimal Window Length

  • Optimal Window Length For Forecasting by A. Denis Ridley, Ph.D.

    ARTICLE SYNOPSIS...Optimal Window Length For Forecasting by A. Denis Ridley, Ph.D. As a rule, the financial markets are complex and difficult to analyze, due to multiple cyclical elements present in the related data. The moving window spectral (Mws) method of analysis and

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