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#model-evaluation

2 concepts1 episodes6 insights

Overfitting, Underfitting & The Small-Data Problem

Nang explains why traditional machine-learning pitfalls are amplified in finance: limited data, regime shifts, and the temptation to over-customise models for specific assets.

3 insights · 6 quotes

Behavioral Biases, Intuition & Out-of-Sample R-Squared

Nang explains why intuition is a subconscious synthesis of data, the limits of out-of-sample R-squared, and how over-confidence can be dangerous.

3 insights · 6 quotes
#model-evaluation — MemCast