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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


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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Document Date: 2008-10-16 20:12:42


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City

Cambridge / Harper Collins / /

Company

THE NEW YORK STOCK EXCHANGE / Belkings Harvard Press / /

Country

United States / Bangladesh / /

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IndustryTerm

data mining techniques / little more data mining / dairy product / serious data mining / named software / infinite precision math tool / farm products / manufacturing problem / level holdback protocol / genetic algorithms / dairy products / data mining / data mining people / finance / neural net product / food / /

MarketIndex

S&P 500 / S&P / Russell 1000 / Dow 30 / /

Organization

UN CR / United Nations / Harvard / New York Yankees / Stanford Business School / National Football League / UCSD / /

Person

Woolcott Smith / Ron Kahn / Norman Bloom / John Freeman / Carl Sagan / God Bloom / Larry Gonnick / Hal White / /

Position

TUPID DATA MINER / data miner / STUPID DATA MINER / /

ProgrammingLanguage

Mathematica / /

ProvinceOrState

New York / Massachusetts / /

PublishedMedium

The Cartoon Guide / Financial Analysts Journal / /

SportsEvent

the NFL / /

Technology

three level holdback protocol / enough genetic algorithms / data mining / /

URL

www.quantmetrics.com / www.dataminer.demon.co.uk / www.trivida.com / /

SocialTag