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Horizons in RiskEstimationStudy

Open 11Dmitriy11 opened this issue 1 year ago • 0 comments

Question

Hello! It is suggested that we put set a particular horizons in RiskEstimationStudy. Could you please explain why this is necessary? Does this reduce the time for calculating the risk function due to its approximation on intervals? At the same time, we can specify any horizons in predict function

11Dmitriy11 avatar Oct 17 '23 15:10 11Dmitriy11