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

Diego Aparicio, Marcos López de Prado (2018)

> Home

Details and statistics

DOI: 10.3233/AF-180231

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/af/AparicioP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/AparicioP18
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.