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Tag: replication
22 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
Live Trading Evidence
live-trading
profitability-claim
backtest
out-of-sample
replication
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
Steelman — Best Case for Markov Trading Models
regime-switching
hidden-markov-model
markov-chain
reinforcement-learning
profitability-claim
out-of-sample
transaction-costs
academic-paper
replication
May 22, 2026
FinRL Framework and Contests
reinforcement-learning
markov-decision-process
backtest
out-of-sample
replication
equities
crypto
academic-paper
May 22, 2026
Identifying patterns in financial markets: extending the statistical jump model for regime identification
academic-paper
regime-switching
hidden-markov-model
replication
May 22, 2026
Reinforcement Learning for Systematic FX Trading
academic-paper
reinforcement-learning
trading-strategy
forex
out-of-sample
transaction-costs
replication
May 22, 2026
Open Source Cross-Sectional Asset Pricing
academic-paper
replication
out-of-sample
profitability-claim
equities
backtest
May 22, 2026
What drives cryptocurrency returns? A sparse statistical jump model approach
academic-paper
regime-switching
crypto
replication
May 22, 2026
Modeling Stock Markets Through the Reconstruction of Market Processes
academic-paper
markov-chain
equities
replication
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
Does Academic Research Destroy Stock Return Predictability?
academic-paper
out-of-sample
profitability-claim
equities
replication
backtest
May 22, 2026
Deep Reinforcement Learning for Trading—A Critical Survey
academic-paper
reinforcement-learning
replication
overfitting-risk
backtest
profitability-claim
May 22, 2026
Feature selection in jump models
academic-paper
regime-switching
hidden-markov-model
replication
May 22, 2026
Learning hidden Markov models with persistent states by penalizing jumps
academic-paper
regime-switching
hidden-markov-model
transaction-costs
replication
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
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
Marcos López de Prado
out-of-sample
backtest
overfitting-risk
replication
academic-paper