3min chapter

The Quantopian Podcast cover image

Quant Radio: Deep Stochastic Optimization in Finance

The Quantopian Podcast

CHAPTER

Navigating Overfitting in Financial Models

This chapter explores the challenge of overfitting in machine learning applications within finance, emphasizing its impact on model performance. It also introduces deep stochastic optimization methods for identifying free boundaries in American options, particularly focusing on the optimal decision-making process for exercising American put options.

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