non-stationarity
1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Jan 23, 2018 by Michael Mauboussin · across every show →
Everything said about non-stationarity, oldest first
Jan 23, 2018 neutral
Mauboussin: Algorithmic models fail when applied to non-stationary, dynamic systems
“You have to be very, very careful about systems that are changing, you know, the fancy term for its non-stationarity. So the statistical properties and underlying systems change over time. And that's another concern I might have, and we see it a little bit of …”