Validation of Risk Management Models for Financial Institutions, through a set of thoughtful articles, describes how effective structuring and testing of the modeling techniques used in risk management can support better financial decision making.
With various performance metrics to choose among, might fund managers be tempted to cherry-pick those that reflect most favorably on their performance?
As machine learning (ML) and data science become ever more integrated into finance, which factors should we consider for our ML-driven investment models and how should we select among them?
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