Empirical Testing

Elissaios Sarmas, Panos Xidonas and Haris Doukas
Additional contact information
Elissaios Sarmas: National Technical University of Athens
Panos Xidonas: ESSCA École de Management
Haris Doukas: National Technical University of Athens

Chapter Chapter 7 in Multicriteria Portfolio Construction with Python, 2020, pp 129-144 from Springer

Abstract: Abstract In this chapter we present the empirical testing of the proposed methodology on real data. This step is very important, because it is necessary that the methodology is explicitly tested to verify its validity. Consequently, a large experimental application of the proposed methodological framework was conducted, including securities from four stock exchanges (NYSE, NASDAQ, Paris, and Tokyo). Thus, every step of the methodological framework is examined, while the results are tested with an out-of-sample validation process.

Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-53743-2_7

Ordering information: This item can be ordered from
http://www.springer.com/9783030537432

DOI: 10.1007/978-3-030-53743-2_7

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().