Advertisement

Optimization

  • Chris Conlan
Chapter

Abstract

Optimization is more than finding the best simulation results. It is itself a complex and evolving field that, subject to certain information constraints, allows data scientists, statisticians, engineers, and traders alike to perform reality checks on modeling results. We will discuss common ideological pitfalls and how to avoid them.

Keywords

Objective Function Cross Validation Trading Performance Pattern Search Sharpe Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Chris Conlan 2016

Authors and Affiliations

  • Chris Conlan
    • 1
  1. 1.BethesdaUSA

Personalised recommendations