Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é CUPED?

Definition 21.5 Research Craft: Predictors, Backtests, Measurement, Portfolios · Capítulo 21 — Live Experiments

CUPED (controlled experiments using pre-experiment data; Deng, Xu, Kohavi and Walker) compares the arms on the adjusted outcome y−(x−xˉ)⊤θy - (x - \bar x)^\top\theta, where xx are covariates the treatment cannot affect and θ\theta is the coefficient of the regression of yy on xx pooled over both arms.

Ler no capítulo →