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Tag: overfitting-risk
53 items with this tag.
May 22, 2026
Backtest-to-Live Performance Gap
backtest
out-of-sample
live-trading
profitability-claim
overfitting-risk
replication
academic-paper
May 22, 2026
Combinatorial Purged Cross-Validation
out-of-sample
backtest
overfitting-risk
replication
May 22, 2026
Deflated Sharpe Ratio
out-of-sample
backtest
overfitting-risk
profitability-claim
May 22, 2026
Factor Timing
regime-switching
equities
profitability-claim
overfitting-risk
May 22, 2026
Goodhart's Law
overfitting-risk
markov-decision-process
reinforcement-learning
May 22, 2026
Out-of-Sample Backtesting
out-of-sample
backtest
overfitting-risk
replication
May 22, 2026
Recent Developments 2024-2025
regime-switching
hidden-markov-model
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
replication
academic-paper
May 22, 2026
Replication Crisis in Quantitative Finance
replication
backtest
profitability-claim
overfitting-risk
academic-paper
reinforcement-learning
May 22, 2026
Cryptocurrency Market
crypto
reinforcement-learning
regime-switching
hidden-markov-model
overfitting-risk
backtest
transaction-costs
trading-strategy
May 22, 2026
WIG20 Index
equities
markov-chain
overfitting-risk
transaction-costs
backtest
May 22, 2026
Hidden Markov Model Regime Detection
model
markov
trading-research
hidden-markov-model
regime-switching
out-of-sample
transaction-costs
overfitting-risk
equities
academic-paper
May 22, 2026
Hidden Semi-Markov Model
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
academic-paper
May 22, 2026
Markov Regime-Switching Model
model
markov
trading-research
regime-switching
hidden-markov-model
out-of-sample
transaction-costs
overfitting-risk
academic-paper
equities
May 22, 2026
Neural Regime Model
model
hidden-markov-model
regime-switching
reinforcement-learning
backtest
out-of-sample
overfitting-risk
academic-paper
May 22, 2026
Reinforcement Learning Trading Policy
model
markov
trading-research
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
academic-paper
May 22, 2026
...and the Cross-Section of Expected Returns
overfitting-risk
backtest
academic-paper
equities
profitability-claim
May 22, 2026
Simplicity versus Complexity: A Comparative Analysis of HMM and HSMM for Regime-Based Asset Allocation
academic-paper
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
equities
May 22, 2026
Why Do Regime-Switching Models Forecast So Badly?
academic-paper
regime-switching
hidden-markov-model
out-of-sample
forex
overfitting-risk
May 22, 2026
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
academic-paper
reinforcement-learning
markov-decision-process
overfitting-risk
crypto
backtest
out-of-sample
transaction-costs
replication
May 22, 2026
Deep Reinforcement Learning in Non-Markov Market-Making
academic-paper
markov-decision-process
reinforcement-learning
market-making
backtest
out-of-sample
overfitting-risk
May 22, 2026
Macroeconomic Regimes and Regime Shifts
academic-paper
regime-switching
markov-chain
overfitting-risk
May 22, 2026
Deep Reinforcement Learning for Trading—A Critical Survey
academic-paper
reinforcement-learning
replication
overfitting-risk
backtest
profitability-claim
May 22, 2026
The Probability of Backtest Overfitting
overfitting-risk
backtest
out-of-sample
academic-paper
May 22, 2026
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
overfitting-risk
backtest
out-of-sample
academic-paper
profitability-claim
May 22, 2026
The 10 Reasons Most Machine Learning Funds Fail
academic-paper
overfitting-risk
backtest
out-of-sample
profitability-claim
reinforcement-learning
replication
2/9/10
May 22, 2026
Regime-Switching Factor Investing with Hidden Markov Models
academic-paper
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
equities
May 22, 2026
Time series modeling and forecasting based on a Markov chain with changing transition matrices
academic-paper
markov-chain
forex
equities
profitability-claim
overfitting-risk
backtest
May 22, 2026
Revisiting the Profitability of Market Timing with Moving Averages
academic-paper
regime-switching
backtest
out-of-sample
overfitting-risk
replication
equities
May 22, 2026
Adrian Millea
reinforcement-learning
academic-paper
replication
overfitting-risk
May 22, 2026
Campbell Harvey
overfitting-risk
backtest
academic-paper
equities
May 22, 2026
Cliff Asness
equities
profitability-claim
overfitting-risk
May 22, 2026
David H. Bailey
overfitting-risk
backtest
academic-paper
May 22, 2026
Halbert White
overfitting-risk
backtest
academic-paper
May 22, 2026
Marcos López de Prado
out-of-sample
backtest
overfitting-risk
replication
academic-paper
May 22, 2026
Valeriy Zakamulin
academic-paper
backtest
out-of-sample
overfitting-risk
equities
May 22, 2026
Yan Liu
overfitting-risk
backtest
academic-paper
May 22, 2026
Curse of Dimensionality
markov-decision-process
overfitting-risk
May 22, 2026
Data-Snooping Bias
overfitting-risk
backtest
profitability-claim
out-of-sample
academic-paper
May 22, 2026
HMM Parameter Instability
hidden-markov-model
regime-switching
transition-instability
overfitting-risk
out-of-sample
May 22, 2026
Lookahead Bias from Smoothed Regime Estimates
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
backtest
May 22, 2026
Non-Stationarity
markov-decision-process
out-of-sample
overfitting-risk
May 22, 2026
Non-Stationary Transition Matrix
markov-chain
regime-switching
non-stationarity
overfitting-risk
out-of-sample
May 22, 2026
Overfitting in Quantitative Trading
overfitting-risk
backtest
out-of-sample
profitability-claim
academic-paper
May 22, 2026
Parameter Instability and Estimation Noise
regime-switching
overfitting-risk
out-of-sample
May 22, 2026
Partial Observability
markov-decision-process
overfitting-risk
May 22, 2026
Phantom Gains in Backtests
backtest
transaction-costs
overfitting-risk
market-making
out-of-sample
May 22, 2026
Real-Time Regime Identification Lag
regime-switching
out-of-sample
live-trading
overfitting-risk
May 22, 2026
Regime Misclassification
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
May 22, 2026
Reward Design Sensitivity
reinforcement-learning
markov-decision-process
overfitting-risk
backtest
May 22, 2026
Reward Specification Error
markov-decision-process
reinforcement-learning
overfitting-risk
model-risk
May 22, 2026
State Definition Arbitrariness
markov-chain
model-risk
overfitting-risk
May 22, 2026
State-Count Selection
hidden-markov-model
regime-switching
model-risk
overfitting-risk
out-of-sample
May 22, 2026
State-Space Design
markov-decision-process
overfitting-risk