Wiser investments need better forecasts
What is it about?
When predicting prices, investors can adopt two approaches. Time series models use a 'rear view mirror of past price behavior to extrapolate whereas structural models identify impact of underlying market drivers (factors). Both have limitation but a blend of both can cut risk making the wrong investment call.
Why is it important?
Robust forecasts incorporate or consider a range of approaches.
The following have contributed to this page: Dr Simon Hugh Huston and Dr Arvydas Jadevicius
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