When people ask “what is EMA in trading?”, they’re asking about a line that follows price while filtering noise. The ...
The well-established forecasting methods of exponential smoothing rely on the “optimal” estimation of parameters if they are to perform well. A grid search procedure to minimise the MSE is often used ...
Depending on the smoothing model, the smoothing weights consist of the following: is a level smoothing weight. is a trend smoothing weight. is a seasonal smoothing weight. is a trend damping weight.
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