Noise fit, estimation error and a Sharpe information criterion (Q5139211): Difference between revisions
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Revision as of 23:07, 19 April 2024
scientific article; zbMATH DE number 7282761
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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