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"How hard is it to pick the right model? MCS and backtest overfitting."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Diego Aparicio, Marcos López de Prado (2018)

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DOI: 10.3233/AF-180231

access: closed

type: Journal Article

metadata version: 2025-05-01

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Diego Aparicio, Marcos López de Prado:
How hard is it to pick the right model? MCS and backtest overfitting. Algorithmic Finance 7(1-2): 53-61 (2018)

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