[ugrads] AMS Notices Article on Backtesting, with the missing attachment

Michael Pelsmajer pelsmajer at iit.edu
Mon May 5 13:27:57 CDT 2014


In case the attachment didn't work, you can get a copy of the paper here:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2308659

______________________________
Michael J. Pelsmajer
Applied Mathematics, E1 Room 206
Illinois Institute of Technology
Chicago, IL 60616

(312)567-5344 pelsmajer at iit.edu
http://mypages.iit.edu/~pelsmajer


On Mon, May 5, 2014 at 12:42 PM, Fred J. Hickernell <hickernell at iit.edu>wrote:

>  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
>
>
>
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>


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