Finding The Perfect Fit: Dimitri Bianco’s Kurtosis Paper Simplifies Model Validation
Dimitri Bianco, VP of Quantitative Risk & Research for Agora Data, recently finished his latest research paper Kurtosis Residual Conjecture: A Metric for Optimal Decision Tree Fitting and Beyond. This paper proposes a better method for determining over and under fitted models. The topic could apply to all mathematical models but the focus in this […]
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