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alfsn / regime-switching-hmm

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Diebold-Mariano test implementation #61

Closed alfredo-sampron closed 6 months ago

alfredo-sampron commented 6 months ago

Changelog:

  1. save forecasts for VAR, HMM and GARCH
  2. fixed test dataset first day being empty
  3. added to .yaml: local_suffix and model_list
  4. create and present forecasts_by_stock, residuals_by_stock dictionaries