by Marcos Lopez de Prado Wiley 2018 Overfitting is the curse of anyone who tries to use the past to predict the future. Forecasting is a delicate balance between two extremes: at one end we risk creating a model which is too simplistic to be of practical use, whilst at the other the model is…
Continue reading..
Amounts of negative-yielding euro debt have surged...
Gauging the significance of the LOBO redemption wa...
Portfolio optimisation has transformed investing i...