The probability of backtest overfitting-Reference-Cited by-同舟云学术

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The probability of backtest overfitting

Published:2016-09 Issue: Volume: Page:
ISSN:1460-1559
Container-title:The Journal of Computational Finance
language:
Short-container-title:JCF

Author:

Bailey David,Borwein Jonathan,López de Prado Marcos,Zhu Qiji Jim

Publisher

Infopro Digital Services Limited

Subject

Applied Mathematics,Computer Science Applications,Finance

Cited by 46 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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3. The Application of the PBO Algorithm in Quantitative Trading—Taking Gold and Bitcoin Trading Strategies as Examples;Advances in Applied Mathematics;2023

4. Technical vocabulary in languages for special purposes: The corpus-based Russian economics word list;Lingua;2022-07

5. Robust Nonparametric Distribution Forecast with Backtest-Based Bootstrap and Adaptive Residual Selection;ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2022-05-23

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