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Kristina Sutiene
Kaunas University of Technology
Professor
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SCHOLARLY PAPERS
1
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856
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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 Applied Sciences of the Grisons, University College Dublin, Zurich University of Applied Sciences, Kaunas University of Technology and A.I. Weinberg Ltd.
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856
(70,639)
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Abstract:
Data snooping, evaluation bias, e-values, overfitting, p-hacking
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