[ugrads] AMS Notices Article on Backtesting

Fred J. Hickernell hickernell at iit.edu
Mon May 5 10:39:45 CDT 2014


Dear colleagues,

Attached is a recent AMS Notices Article entitled Pseudo-Mathematics and Financial Charlatanism:  The Effects of Backtest Overfitting on Out-of-Sample Performance.  I would be interested in hearing your thoughts.

Best regards,
Fred


Fred J. Hickernell, Professor and Chair
Department of Applied Mathematics, Illinois Institute of Technology
E1 Bldg Rm 208, 10 West 32nd Street, Chicago, IL 60616
hickernell at iit.edu, www.iit.edu/~hickernell
Office: 1 312 567 8983   Cell: 1 630 696 8124



-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://math.iit.edu/pipermail/ugrads/attachments/20140505/aacc89a4/attachment.html 


More information about the ugrads mailing list