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Definitions for "Overfitting"
Keywords:  occam, absurd, multivariable, covariates, spurious
Related Terms: Stochastic model, Statistical model, Deterministic model, Confidence level, Goodness of fit, Maximum likelihood, Calibration, Confidence interval, Monte carlo simulation, Econometric model, Deterministic, Significant, Probability distribution, Cross validation, Confidence limits, Chi-square test, Bootstrapping, Anova, Distribution, Likelihood, Regression analysis, Kalman filter, Cross-validation, Analysis of variance, Discriminant analysis, Confidence intervals, Probability density function, Extrapolation, Statistically significant, Spatial autocorrelation, Estimator, Linear regression, Markov chain, Logistic regression, Statistical significance, Markov model, Statistical test, Exponential distribution, Poisson distribution, Chi-square, Regression, Random error, Variate, Estimate, Statistic, Garch, Stochastic process, Likelihood function, Analysis of covariance, Kriging
The parameters of a trading system are selected to return the highest profit over the historical data. A model developed with rules tailored to fit the historical data precisely.
optionetics.com
Using too many covariates for the number of outcome events in a multivariable predictive model; can lead to spurious or incorrect associations.
lipoprofile.com
Using the highest profit point for the selection of parameters of a trading system over a specific time period without determining the likelihood that the parameters will retain their profitability over other periods of price data. Also known as "Curve Fitting".
forexexpert.net
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Keywords:  anns, unable, behavior, displayed, generalize
Behavior displayed by ANNs when they are unable to generalize.
generation5.org