How hard is it to pick the right model? MCS and backtest overfitting (Q4586464)
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scientific article; zbMATH DE number 6935965
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| English | How hard is it to pick the right model? MCS and backtest overfitting |
scientific article; zbMATH DE number 6935965 |
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How hard is it to pick the right model? MCS and backtest overfitting (English)
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13 September 2018
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forecasting
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model confidence set
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machine learning
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model selection
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multiple testing
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0.7309625744819641
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0.6960258483886719
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0.6928921341896057
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0.6550368666648865
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0.6499674320220947
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