Noise fit, estimation error and a Sharpe information criterion (Q5139211)
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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 |
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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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0.761379599571228
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0.7238444089889526
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0.7227104902267456
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0.7193453907966614
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0.7148109674453735
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