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Quantitative Finance · Glossaire

Qu'est-ce que « Pre-registration, holdout set » ?

Aussi appelé : pre-registration · holdout set

Definition 1.7 Research Craft: Predictors, Backtests, Measurement, Portfolios · Chapitre 1 — The Research Process

Pre-registration is the recording of a hypothesis and of its analysis plan (data, sample, variables, test and decision rule) before the outcome is observed. A holdout set is a part of the data set aside before the research begins and used once, for the final test of a pre-registered analysis.

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