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A bayesian approach to measurement of
backtest
overfitting
Witzany, Jiří
- In:
Risks : open access journal
9
(
2021
)
1/18
,
pp. 1-22
ongoing discussion of how to estimate the probability of
backtest
overfitting
and adjust the expected performance indicators …
Persistent link: https://www.econbiz.de/10012423034
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