Beginner Math News Archives | News From 2014-4-10 Page 2

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Pseudo-mathematics and financial charlatanism
( American Mathematical Society ) 'Backtest overfitting' is a dubious yet common practice in finance.Its perils are dissected in 'Pseudo-Mathematics and FinancialCharlatanism: The Effects of Backtest Overfitting on Out-of-SamplePerformance,' to appear in the Notices of the American Mathematical Society. The authors write: 'We strongly suspect that ... backtestoverfitting is a large part of the ...
2014-04-10 09:21:32

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Math News Archives

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Pseudo-mathematics and financial charlatanism