Noise fit, estimation error and a Sharpe information criterion (Q5139211): Difference between revisions

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Latest revision as of 03:23, 24 July 2024

scientific article; zbMATH DE number 7282761
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English
Noise fit, estimation error and a Sharpe information criterion
scientific article; zbMATH DE number 7282761

    Statements

    Noise fit, estimation error and a Sharpe information criterion (English)
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    7 December 2020
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    model selection
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    Sharpe ratio
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    Akaike information criterion
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    noise fit
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    overfit
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    estimation error
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    Sharpe ratio information criterion
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    AIC
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