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- 1/8/23
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Hello Everyone,
I am new here, so hopefully this is in an appropriate thread. I was reading a medium article on fractional differencing, and it felt pretty digestible. I think I understand the theory of it, but was wondering if someone could explain some examples where it would be better to use in practice? Would fractionally differenced data work well with machine learning? Has anyone used this theory in practice successfully? I think this topic is interesting, but often find the market throws theory out the window. I'm pretty new to this stuff so I hopefully someone has some experience with it.
Here is the link for Reference / if you're interested
Is Differencing Too Much? Fractional Differencing Financial Data!
I am new here, so hopefully this is in an appropriate thread. I was reading a medium article on fractional differencing, and it felt pretty digestible. I think I understand the theory of it, but was wondering if someone could explain some examples where it would be better to use in practice? Would fractionally differenced data work well with machine learning? Has anyone used this theory in practice successfully? I think this topic is interesting, but often find the market throws theory out the window. I'm pretty new to this stuff so I hopefully someone has some experience with it.
Here is the link for Reference / if you're interested
Is Differencing Too Much? Fractional Differencing Financial Data!
