//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"López de Prado, Marcos M."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"backtest overfitting"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Financial investment
2
Kapitalanlage
2
Portfolio selection
2
Portfolio-Management
2
Statistical test
2
Statistischer Test
2
backtest overfitting
2
Anlageverhalten
1
Artificial intelligence
1
Backtest
1
Backtest overfitting
1
Behavioural finance
1
Bias
1
Causality analysis
1
Financial analysis
1
Finanzanalyse
1
Investition
1
Investment
1
Kausalanalyse
1
Künstliche Intelligenz
1
Learning
1
Lernen
1
Machine learning
1
Multiple testing
1
Quantitative investments
1
Risikomaß
1
Risk measure
1
Selection bias
1
Sharpe ratio
1
Simulation
1
Systematischer Fehler
1
association
1
causal discovery
1
causal inference
1
causal mechanism
1
causation
1
confounder
1
factor investing
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
3
Author
All
López de Prado, Marcos M.
Witzany, Jiří
4
Paolella, Marc S.
2
Bailey, David H.
1
Blumberg, Stefano B.
1
Borwein, Jonathan M.
1
Firoozye, Nikan B.
1
Flennerhag, Sebastian
1
Koshiyama, Adriano
1
Lewis, Michael J.
1
Treleaven, Philip C.
1
more ...
less ...
Published in...
All
Cambridge elements. Elements in quantitative finance
1
Journal of investment management : JOIM
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Causal factor investing : can factor investing become scientific?
López de Prado, Marcos M.
-
2023
, their findings are likely false, due to rampant
backtest
overfitting
and incorrect specification choices. This Element …
Persistent link: https://www.econbiz.de/10014466787
Saved in:
2
Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.
;
Lewis, Michael J.
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
Saved in:
3
Stock portfolio design and
backtest
overfitting
Bailey, David H.
;
Borwein, Jonathan M.
;
López de …
- In:
Journal of investment management : JOIM
15
(
2017
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011700609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->