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by highfreq 5344 days ago
A "scientist" finds by cross-validation that his model is over fitting the data. Luckily it wasn't published by a reputable source of science journalism.

http://en.wikipedia.org/wiki/Cross-validation_(statistics)

Also who the heck is Wilmott? He just pops up in the last paragraph with no introduction.

1 comments

He's pretty well know in the Quant community : http://wilmott.com/about.cfm , but I also had to double-check the article to see where he was introduced. I guess there was some heavy-handed editing.