Detection of false investment strategies using unsupervised learning methods
Year of publication: |
2019
|
---|---|
Authors: | López de Prado, Marcos M. ; Lewis, Michael J. |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 9, p. 1555-1565
|
Subject: | Backtest overfitting | Machine learning | Multiple testing | Quantitative investments | Selection bias | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Anlageverhalten | Behavioural finance | Systematischer Fehler | Bias | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Finanzanalyse | Financial analysis | Kapitalanlage | Financial investment | Lernen | Learning |
-
Are pair trading strategies profitable during COVID-19 period?
Sohail, Muhammad Khalid, (2022)
-
The search for time-series predictability-based anomalies
Ospina-Holguín, Javier Humberto, (2022)
-
Stock picking with machine learning
Wolff, Dominik, (2024)
- More ...
-
Lloyd-Jones, Roger, (1988)
-
Confidence and Power of the Sharpe Ratio under Multiple Testing
Lopez de Prado, Marcos, (2019)
-
Detection of False Investment Strategies Using Unsupervised Learning Methods
Lopez de Prado, Marcos, (2019)
- More ...