Search Results - subject:"Overfitting"

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Estimating production technologies using multi-output adaptive constrained enveloping splines

España, Victor J.; Aparicio, Juan; Barber, Xavier - In: Computers & operations research : an international journal 184 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015519639

Out-of-sample estimation for a branch-and-bound algorithm with growing datasets

Sass, Susanne; Mitsos, Alexander; Nikolov, Nikolay I.; … - In: Journal of Global Optimization 92 (2025) 3, pp. 615-642

In [Sass et al., Eur. J. Oper. Res., 316 (1): 36 – 45, 2024], we proposed a branch-and-bound (B&B) algorithm with growing datasets for the deterministic global optimization of parameter estimation problems based on large datasets. Therein, we start the B&B algorithm with a reduced dataset and...

Persistent link: https://www.econbiz.de/10015439273

The virtue of transparency : how to maximize the utility of data without overfitting

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: July 22, 2024

Persistent link: https://www.econbiz.de/10014583528

Estimating production functions through additive models based on regression splines

España, Victor J.; Aparicio, Juan; Barber, Xavier; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 684-699

Persistent link: https://www.econbiz.de/10014456317

Convex support vector regression

Liao, Zhiqiang; Dai, Sheng; Kuosmanen, Timo - In: European journal of operational research : EJOR 313 (2024) 3, pp. 858-870

Persistent link: https://www.econbiz.de/10014456645

Measuring technical efficiency for multi-input multi-output production processes through OneClass Support Vector Machines : a finite-sample study

Moragues, Raul; Aparicio, Juan; Esteve, Miriam - In: Operational research : an international journal 23 (2023) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10014364592

Machine learning in finance : major applications, issues, metrics, and future trends

Al-Maskati, Nawaf - In: International journal of financial engineering 9 (2022) 3, pp. 2250010-1-2250010-32

Persistent link: https://www.econbiz.de/10013367620

QuantNet : transferring learning across trading strategies

Koshiyama, Adriano; Blumberg, Stefano B.; Firoozye, Nikan B. - In: Quantitative finance 22 (2022) 6, pp. 1071-1090

Persistent link: https://www.econbiz.de/10013367886

Matching on noise : finite sample bias in the synthetic control estimator

Cummins, Joseph R.; Miller, Douglas L.; Smith, Brock; … - In: Journal of econometric methods 13 (2024) 1, pp. 67-95

Persistent link: https://www.econbiz.de/10014580324

A bayesian approach to measurement of backtest overfitting

Witzany, Jiří - In: Risks : open access journal 9 (2021) 1/18, pp. 1-22

historical data. Standard statistical techniques to prevent model overfitting such as out-sample backtesting turn out to be … ongoing discussion of how to estimate the probability of backtest overfitting and adjust the expected performance indicators …

Persistent link: https://www.econbiz.de/10012423034