Name: Model Performance Evaluation - GARCHモデルのバックテスト
Uploaded: 2022-06-10T00:00:00Z
Description: This chapter introduces you to the KISS principle of data science modeling. You’ll learn how to use p-values and t-statistics to simplify model configuration, use ACF plot, Ljung-Box test to verify model assumptions and use likelihood and information criteria for model selection.