Essays about: "sMAPE"
Showing result 6 - 6 of 6 essays containing the word sMAPE.
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6. ARMA and GARCH models for silver, nickel and copper price returns
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis compares Auto Regressive Moving Average (ARMA) and Generalized Auto Regressive Conditional Heteroscedacity (GARCH) models for three metal commodities. ARMA models have an unconditionally non-random and constant variance, which typically serves well in effectively representing homoscedastic data. READ MORE