Cryptocurrency Q&A
When should I use GMM?
When should I use GMM?
CryptoPioneer
Fri Nov 01 2024
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7 answers
1566
I'm wondering about the appropriate situations to apply Gaussian Mixture Model. Specifically, under what circumstances or for what types of problems would GMM be the most suitable choice?
7 answers
isabella_bailey_economist
Sun Nov 03 2024
It is particularly useful in addressing measurement errors.
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Martina
Sun Nov 03 2024
It also provides a robust solution to issues of autocorrelation.
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Marco
Sun Nov 03 2024
Momentum constraints are also handled effectively by GMM.
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Silvia
Sun Nov 03 2024
The model's performance is enhanced in scenarios involving non-linearities.
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NebulaSoul
Sun Nov 03 2024
GMM is beneficial when dealing with heteroscedasticity in the data.
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