How “backtest overfitting” in finance leads to false discoveries
| Year of publication: |
2021
|
|---|---|
| Authors: | Bailey, David H. ; López de Prado, Marcos M. |
| Published in: |
Significance. - Wiley, ISSN 1740-9713, ZDB-ID 2139469-6. - Vol. 18.2021, 6 (28.11.), p. 22-25
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/1740-9713.01588 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012809038