Share 'Simple technique to improve poor predictive models'
This technique does not exploit the original data used to produce the model, but just the predicted and observed values, and nothing else. It was initially designed in the context of time series, to improve daily weather forecasts or daily stock trading signals.
The enhanced model in the chart below is an example of improvement (higher ROI) obtained in the context of trading strategies:
You can share this blog post in two ways…
Share this link:
Send it with your computer's email program: Email this