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Performance evaluation metric for statistical learning trading strategies.

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Title: Performance evaluation metric for statistical learning trading strategies.
Authors: He, Jiawei1, Makarov, Roman N.2 rmakarov@wlu.ca, Tuero, Jake3, Wang, Zilin2
Source: Data Science in Finance & Economics. 2024, Vol. 4 Issue 4, p1-31. 31p.
Database: Mathematics Source
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  Data: Performance evaluation metric for statistical learning trading strategies.
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        Value: 10.3934/DSFE.2024024
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      – Code: eng
        Text: English
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              Text: 2024
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