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Items where Author is "de Pardo, Lopez M."

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Number of items: 7.

Article

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. (2016) Stock portfolio design and backtest overfitting. Journal of Investment Managment . (In Press)

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. (2016) Stock portfolio design and backtest overfitting. (Submitted)

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2016) Backtest overfitting in financial markets. Featured Article The Automated Trader, 39 (1). pp. 52-57.

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2015) The probability of back-test over-fitting. Financial Mathematics .

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2014) PSEUDO-MATHEMATICS AND FINANCIAL CHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ON OUT-OF-SAMPLE PERFORMANCE. Notices of the AMS (61). pp. 458-471.

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2014) Pseudo mathematics and financial charlatanism: Backtest overfitting and out-of-sample over performance. Notices of the AMS (61). pp. 458-471.

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. The probability of backtest overfitting.

This list was generated on Sun Sep 24 18:42:41 2017 AEST.