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Series de Precios Fraccionalmente Diferenciadas como Característica en Modelos de Aprendizaje
Ya hablamos del contenido de memoria y las propiedades estadísticas de las series temporales fraccionalmente diferenciadas (fracdiff en...
H-Barrio
Dec 3, 2020
Fractionally Differentiated Price as Feature for Machine Learning Models
Using fractionally differentiated price as a feature for machine learning. SPY predicting VIX in a machien
H-Barrio
Aug 11, 2020
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