首页|New Machine Learning Data Have Been Reported by Researchers at York University ( Backtest Overfitting In the Machine Learning Era: a Comparison of Out-of-sample Testing Methods In a Synthetic Controlled Environment)
New Machine Learning Data Have Been Reported by Researchers at York University ( Backtest Overfitting In the Machine Learning Era: a Comparison of Out-of-sample Testing Methods In a Synthetic Controlled Environment)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News - Current study results on Machine Learn ing have been published. According to newsreporting from Toronto, Canada, by Ne wsRx journalists, research stated, “We present a comprehensiveframework to asse ss these methods, considering the unique characteristics of financial data like nonstationarity,autocorrelation, and regime shifts. Through our analysis, we u nveil the marked superiorityof the Combinatorial Purged (CPCV) method in mitiga ting overfitting risks, outperforming traditionalmethods as evidenced by its lo wer Probability of Backtest Overfitting (PBO) and superior Deflated SharpeRatio (DSR) test statistic.”
TorontoCanadaNorth and Central Ameri caCyborgsEmerging TechnologiesMachine LearningYork University
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