Backtesting Trading Strategies with GAN To Avoid Overfitting
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 106 === Many works have shown the overfitting hazard of selecting a trading strategy based only on good IS (in sample) performance. But most of them have merely shown such phenomena exist without offering ways to avoid them. We propose an approach to avoid overfitting:...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/232z9x |