RePEcML & AI Methods
Robust Monitoring Machine for R2-Hacking
The research introduces a method using collective machine learning to prevent data manipulation in test samples, enhancing the accuracy and consistency of stock return predictions and preventing R^2-hacking issues.
Featured in No. 9 on 26 Jul 2023 · on release day
- Released
- 26 Jul 2023
- First featured
- No. 9 · 26 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00497-z
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).