Abstract
Optimization is more than finding the best simulation results. It is itself a complex and evolving field that, subject to certain information constraints, allows data scientists, statisticians, engineers, and traders alike to perform reality checks on modeling results. We will discuss common ideological pitfalls and how to avoid them.
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© 2016 Chris Conlan
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Conlan, C. (2016). Optimization. In: Automated Trading with R. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-2178-5_8
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DOI: https://doi.org/10.1007/978-1-4842-2178-5_8
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4842-2177-8
Online ISBN: 978-1-4842-2178-5
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