A Backtesting Protocol in the Era of Machine Learning
Publication
, Journal Article
Arnott, R; Harvey, CR; Markowitz, H
Published in: Journal of Financial Data Science
December 1, 2019
Duke Scholars
Published In
Journal of Financial Data Science
DOI
EISSN
2640-3951
ISSN
2640-3943
Publication Date
December 1, 2019
Volume
1
Issue
1
Start / End Page
64 / 74
Citation
APA
Chicago
ICMJE
MLA
NLM
Arnott, R., Harvey, C. R., & Markowitz, H. (2019). A Backtesting Protocol in the Era of Machine Learning. Journal of Financial Data Science, 1(1), 64–74. https://doi.org/10.3905/jfds.2019.1.064
Arnott, R., C. R. Harvey, and H. Markowitz. “A Backtesting Protocol in the Era of Machine Learning.” Journal of Financial Data Science 1, no. 1 (December 1, 2019): 64–74. https://doi.org/10.3905/jfds.2019.1.064.
Arnott R, Harvey CR, Markowitz H. A Backtesting Protocol in the Era of Machine Learning. Journal of Financial Data Science. 2019 Dec 1;1(1):64–74.
Arnott, R., et al. “A Backtesting Protocol in the Era of Machine Learning.” Journal of Financial Data Science, vol. 1, no. 1, Dec. 2019, pp. 64–74. Scopus, doi:10.3905/jfds.2019.1.064.
Arnott R, Harvey CR, Markowitz H. A Backtesting Protocol in the Era of Machine Learning. Journal of Financial Data Science. 2019 Dec 1;1(1):64–74.
Published In
Journal of Financial Data Science
DOI
EISSN
2640-3951
ISSN
2640-3943
Publication Date
December 1, 2019
Volume
1
Issue
1
Start / End Page
64 / 74