Articles by Jonathan M. Borwein
The probability of backtest overfitting
The authors propose a general framework to assess the probability of backtest overfitting (PBO).
Risk.net
- Register
- Subscribe
- Sign in
- My account
-
Welcome
-
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below to sign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
Phone: 1+44 (0)870 240 8859
-
-
Welcome
-
You are currently accessing Risk.net via your institutional login.
If you already have an account please use the link below to sign in.
If you have any problems with your access, contact our customer services team.
Phone: +44 20 7316 9685
-