PSEUDO-MATHEMATICS AND FINANCIALCHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ONOUT-OF-SAMPLE PERFORMANCE
By David H. Bailey, Jonathan Michael Borwein, Lopez M. de Pardo, Qiji Jim Zhu. 2014
153 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/0ccfd0741137184c2cb7cdb73e34ce36486872a3
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Citations in the corpus
- HARK Side of Deep Learning - From Grad Student Descent to Automated Machine Learning (2019, background): “Issues have been reported earlier for example, such as self-deception practiced by scientists; finding patterns that are not there [9, 10].”
- Building Diversified Portfolios that Outperform Out of Sample (2016, background): “See Bailey et al. [2014] for a broader discussion of in-sample vs.”