October is historically the most volatile month for stocks, but is this a persistent signal or just noise in the data?
Stocks, Significance Testing & p-Hacking. Follow me on Twitter (twitter.com/pdquant) for more. Over the past 32 years, October has been the most volatile month on average for the S&P500 and December the least, in this article we will use simulation to assess the…Continue
Added by Patrick David on January 18, 2019 at 5:30am — No Comments
Past literature show that the comparisons of classifier's performance are specific to the types of datasets (e.g., Pharmaceutical industry data) used; i.e., some classifiers may perform better in some context than others. A paper titled CDS Rate Construction Methods by Machine Learning Techniques conducts the performance comparison exclusively in the context of financial market by applying a wide range of classifiers to provide solution to so-called Shortage of…Continue
Added by Zhongmin Luo on May 23, 2017 at 1:30am — No Comments