Xray has developed proprietary non-parametric, asymmetric and non-linear techniques developed for medium to short term forecasting of macro trends and estimation of financial market risk.
Particular effort has been invested in managing the highly noisy nature of macroeconomic and financial data, which poses problems for modelling in terms linearity, distribution, continuity etc., and severely aggravates overfitting risk.
Prevalent approaches may not only tend to overfit on noisy data sets, but also fail to detect strong relationships, masked and distorted by noise.