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"How hard is it to pick the right model? MCS and backtest overfitting."

Diego Aparicio, Marcos López de Prado (2018)

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DOI: 10.3233/AF-180231

access: closed

type: Journal Article

metadata version: 2022-10-02

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Diego Aparicio, Marcos López de Prado:
How hard is it to pick the right model? MCS and backtest overfitting. Algorithmic Finance 7(1-2): 53-61 (2018)

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