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Listen "Backtesting Protocol in Era of Machine Learning"
Episode Synopsis
AI-generated podcast for this research article:Arnott, Robert D. and Harvey, Campbell R. and Markowitz, Harry, A Backtesting Protocol in the Era of Machine Learning (November 21, 2018). Available at SSRN: https://ssrn.com/abstract=3275654 or http://dx.doi.org/10.2139/ssrn.3275654
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