ML-QuantSubscribe

SSRNML & AI Methods

Universal Test for Model Fit

The article offers an alternative to cross-validation in machine learning, proposing an interrogation-based method for optimal model calibration.

Featured in No. 95 on 30 Apr 2025 · 9 days after release

Released
21 Apr 2025
First featured
No. 95 · 30 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5229414

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page