default author photo

Daniel Norouzi M.

Bayes Business School, City St George's, University of London

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 38,254

SSRN RANKINGS

Top 38,254

in Total Papers Downloads

3,321

TOTAL CITATIONS

1

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Backtest Overfitting in the Machine Learning Era: A Comparison of Out-of-Sample Testing Methods in a Synthetic Controlled Environment

Downloads 2,603 (14,368)
Citation 1

Backtest Overfitting in the Machine Learning Era: A Comparison of Out-of-Sample Testing Methods in a Synthetic Controlled Environment

Number of pages: 26 Posted: 17 Jan 2024
Hamid R. Arian, Daniel Norouzi M. and Luis A. Seco
York University, Bayes Business School, City St George's, University of London and University of Toronto
Downloads 1,969 (22,149)

Abstract:

Loading...

Quantitative Finance, Financial Machine Learning, Cross-Validation, Probability of Backtest Overfitting

Backtest Overfitting in the Machine Learning Era a Comparison of Out-of-Sample Testing Methods in a Synthetic Controlled Environment

Number of pages: 57 Posted: 30 Mar 2024 Last Revised: 16 Nov 2024
Hamid R. Arian, Daniel Norouzi M. and Luis Seco
York University, Bayes Business School, City St George's, University of London and University of Toronto
Downloads 634 (108,678)
Citation 1

Abstract:

Loading...

Quantitative Finance, Machine Learning, Cross-Validation, Probability of Backtest Overfitting

2.

Quantum Hierarchical Risk Parity and Its Classical Counterpart

Number of pages: 16 Posted: 30 Jun 2025 Last Revised: 10 Sep 2025
Hamid R. Arian, Oleksiy Kondratyev and Daniel Norouzi M.
York University, Imperial College London - Department of Mathematics and Bayes Business School, City St George's, University of London
Downloads 570 (120,838)

Abstract:

Loading...

Portfolio Optimization, Hierarchical Risk Parity, Quantum Machine Learning, Quantum Feature Maps, Density Matrices, Frobenius Distance

3.

Ill-Posedness Evolved in the Deep: Adaptive Evolutionary Latent Optimization, An Application to Recovering Volatility

Downloads 148 (405,402)

Ill-Posedness Evolved in the Deep: Adaptive Evolutionary Latent Optimization, An Application to Recovering Volatility

Number of pages: 27 Posted: 12 Nov 2024 Last Revised: 16 Nov 2024
Hamid R. Arian and Daniel Norouzi M.
York University and Bayes Business School, City St George's, University of London
Downloads 148 (503,049)

Abstract:

Loading...

Adaptive Evolutionary Latent Optimization (AdELO), Latent Space Optimization, Evolutionary Algorithms, Volatility Surface Recovery, Generative Models, Physics-Informed Neural Networks (PINNs), Ill-Posed Inverse Problems