Abstract
We begin with a general overview of the concept behind permutation testing. Of necessity, many theoretical details are omitted; see my book Data Mining Algorithms in C++ for more in-depth treatment. Suppose we are training or testing some system and its performance depends on the order in which data is presented to it. Here is an example:
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© 2018 Timothy Masters
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Masters, T. (2018). Permutation Tests. In: Testing and Tuning Market Trading Systems. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-4173-8_7
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DOI: https://doi.org/10.1007/978-1-4842-4173-8_7
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Publisher Name: Apress, Berkeley, CA
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