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Econometrics / Cross-validation / Model selection / Statistical tests / Data mining / Linear regression / Overfitting / Data dredging / Errors and residuals in statistics / Statistics / Regression analysis / Machine learning
Date: 2008-10-16 20:12:42
Econometrics
Cross-validation
Model selection
Statistical tests
Data mining
Linear regression
Overfitting
Data dredging
Errors and residuals in statistics
Statistics
Regression analysis
Machine learning

S TUPID DATA MINER TRICKS: O VERFITTI NG THE S&P 500 STUPID DATA MINER TRICKS : OVERFITTING THE S&P 500 David J. Leinweber, Ph.D. Caltech

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