Research in Progress
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Published Papers
How Hard is it to Pick the Right Model? MCS and Backtest Overfitting
— Diego Aparicio and Marcos Lopez de Prado (2018)
Algorithmic Finance, vol. 7, no. 1-2.
Banking Networks and Leverage Dependence in Emerging Countries
— Diego Aparicio and Daniel Fraiman (2015)
Advances in Complex Systems, vol. 18, no. 7.
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