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A "scientist" finds by cross-validation that his model is over fitting the data. Luckily it wasn't published by a reputable source of science journalism. http
by highfreq 15y ago
A "scientist" finds by cross-validation that his model is over fitting the data. Luckily it wasn't published by a reputable source of science journalism.
http://en.wikipedia.org/wiki/Cross-validation_(statistics) http://en.wikipedia.org/wiki/Cross-validation_(statistics)
Also who the heck is Wilmott? He just pops up in the last paragraph with no introduction.
- mdda 15y agoHe's pretty well know in the Quant community : http://wilmott.com/about.cfm http://wilmott.com/about.cfm , but I also had to double-check the article to see where he was introduced. I guess there was some heavy-handed editing.