Testing k-value in k-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds
E. Latysh, Olexiy Koshulko · The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine) · 2012
The paper aims to find the best k-values for k-fold based model validity in a particular problem related to the forecasting of bond yields for pension funds investment strategy. The GS system and results of experiments are shortly described.