Index | Recent Threads | Who's Online | Search

Posts: 42    Pages: 5    Prev 1 2 3 4 5
Last Post
New Thread
This topic has been viewed 1646 times and has 41 replies
ustonapc
Re: Are we over fitting?

Jim,

This is a new article by Marcos López de Prado.

How "backtest overfitting" in finance leads to false discoveries.

https://rss.onlinelibrary.wiley.com/doi/epdf/10.1111/1740-9713.01588

Regards
James

Jan 13, 2022 12:33:48 AM       
Jrinne
Re: Are we over fitting?

James,

Thank you. This is obviously pertinent to the thread and I found it very useful.

Best,

Jim

Great theory, "and yet it moves."
-Quote attributed to Galileo Galilei (1564-1642) gets my personal award for the best real-world use of an indirect proof or reductio ad absurdum.
`

Jan 13, 2022 4:54:24 AM       
Posts: 42    Pages: 5    Prev 1 2 3 4 5
 Last Post