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Stupid Data Miner Tricks: Overfitting the S&P 500
4 references·7 citing·49 second hop
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References

  • 1986The theory and practice of econometrics4,342 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1988Selection Models and the File Drawer Problem391 cited
  • 1994Data Mining Corrections78 cited

Cited by

  • 2016Social Media Analyses for Social Measurement188 cited
  • 2013Is the Sky Falling? New Technology, Changing Media, and the Future of Surveys144 cited
  • 2014Asset Allocation: Risk Models for Alternative Investments42 cited
  • 2019A Data Science Solution to the Multiple-Testing Crisis in Financial Research27 cited
  • 2019Perspectives of University-Industry Technology Transfer in African Emerging Economies: Evaluating the Nigerian Scenario via a Data Envelopment Approach26 cited
  • 2018Zur Erklärungsarmut von Big Social Data. Von den Schwierigkeiten, auf Basis von Big Social Data eine Erklärende Soziologie betreiben zu wollen7 cited
  • 2015Implementing Big Data Analytics Projects in Business5 cited

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