Minimizing the classical definition of risk should be a counterintuitive venture as the explanatory nature of historical metrics' construction challenges their ability to serve a predictive purpose on a non-stationary process. We uncover an ill conceived bias in these metrics and discover they...

This quick introductory note is intended to provide the background to the frequency alignment problem of analyzing disparate economic variables of interest, a solution, and its use in the nonparametric vector autoregression NNS.VAR()

Presentation slides highlighting the forecasting technique NNS.ARMA using nonlinear nonparametric statistics in the R-package "NNS".Explains the determination of seasonality using the coefficient of variance of subset series and the implementation of both linear and nonlinear regressions on the...