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Hi Brian,thanks for your video, it helped a lot to build my Vasicek model. However, it does not give me the result I was hoping for. Is there an email I can contact you?Thanks and best reagardsLukas
How can I choose the correct parameters?
Hi Mark, This can be quite arbitrary and you have to seed the values using intuition largely and possibly from experience with similar time series.
Hi Brian,
thanks for your video, it helped a lot to build my Vasicek model. However, it does not give me the result I was hoping for. Is there an email I can contact you?
Thanks and best reagards
Lukas
How can I choose the correct parameters?
Hi Mark, This can be quite arbitrary and you have to seed the values using intuition largely and possibly from experience with similar time series.