Скачать или смотреть What Makes Financial Regression Models Prone To Breakdown?

Ever wondered why those fancy financial models sometimes just stop working as expected? This video dives deep into the inherent vulnerabilities of regression models when applied to the unpredictable world of finance.

Discover the critical factors that can lead to model failure:
► Understand how changing market conditions can invalidate model assumptions.
► Learn about the impact of data quality issues and outliers on model performance.
► Explore the dangers of overfitting and how it leads to poor out-of-sample prediction.
► Identify structural breaks and regime changes that regression models often miss.
► Gain insights into the limitations of historical data for forecasting future market behavior.


#FinancialModeling, #RegressionAnalysis, #MarketRisk, #QuantitativeFinance, #DataScienceFinance