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  • 9 months later...
  • 8 months later...
Posted

I tried with another type of index, with EOD data (nifty). In the training the error is within .1 to 0.2%. But immediately after the training and testing, in the out of sample data, the error goes from 0.4 to 2%. So if I bet on the forecast, sure to end up wrong!

 

May be I am doing some thing wrong, but some help on what to forecast or what to use as input would be highly appreciated.

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