Detection of false investment strategies using unsupervised learning methods
Marcos López de Prado and Michael J. Lewis
| Year of publication: |
2019
|
|---|---|
| Authors: | López de Prado, Marcos M. ; Lewis, Michael J. |
| Subject: | Backtest overfitting | Machine learning | Multiple testing | Quantitative investments | Selection bias | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Systematischer Fehler | Bias | Kapitalanlage | Financial investment | Lernprozess | Learning process | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1622311 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194806