I had this idea this summer when I first heard of some of these models. Basically I wanted to not use 1999-2003 data in the training but have the ability to backtest a model using these skipped years. Would that be possible?
I had this idea this summer when I first heard of some of these models. Basically I wanted to not use 1999-2003 data in the training but have the ability to backtest a model using these skipped years. Would that be possible?