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Kristina Sutiene
Kaunas University of Technology
Professor
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SCHOLARLY PAPERS
1
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525
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Scholarly Papers (1)
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1.
A discussion paper for possible approaches to building a statistically valid backtesting framework
Number of pages: 32
Posted: 17 Jul 2024
Veni Arakelian
,
Karolina Bolesta
,
Silvija Vlah Jeric
,
Yiting Liu
,
Joerg Osterrieder
,
Valerio Potì
,
Peter Schwendner
, Kristina Sutiene and
Abraham Itzhak Weinberg
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Warsaw School of Economics (SGH) - Department of Economics I, University of Zagreb, University of Twente, University of Twente, University College Dublin, Zurich University of Applied Sciences, Kaunas University of Technology and A.I. Weinberg Ltd.
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Abstract:
Data snooping, evaluation bias, e-values, overfitting, p-hacking
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