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c0ab1d62b4
Aggregate(): the partitions are contiguous runs of bars but are combined in any order, so CSCV is not described as a time-series cross-validation. RunPBO: constant absolute exposure rather than equal volatility, and the control printout no longer reads a single control as a selection effect. TestCSCVEngine: under no information the logits are logistic, not standard Normal. Declarations aligned with the listings in the article. |
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