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Support for Tuning Multivariate Models #4

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AlbertoAlmuinha opened this issue Apr 18, 2021 · 0 comments
Open

Support for Tuning Multivariate Models #4

AlbertoAlmuinha opened this issue Apr 18, 2021 · 0 comments

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@AlbertoAlmuinha
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Add support for the rugarch engine to be able to tune and think if something similar could be done with some other engine (it would be complicated because it would imply changing the prediction output).
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@AlbertoAlmuinha