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- Tue Jul 24, 2012 1:58 pm
- Forum: Help With Programming
- Topic: memory leakage and FIND
- Replies: 1
- Views: 4479
memory leakage and FIND
I want to evaluate the forecast accuracy of models that are used to construct portfolios weights (think mean-variance). Accuracy is measured using utility functions of ex-post gross returns on the investment (mean-variance, power, etc.). Forecasts are constructed recursively. That last part matters ...