Thailand
2025-04-29 06:17
IndustryRobustness Checking
#CurrencyPairPrediction
Robustness Checking Check how sensitive your model is to:
• Slight changes in parameters.
• Different transaction cost assumptions.
• Different starting dates (different market regimes). If your model only works perfectly for one set of conditions, it’s likely overfit and will fail in live trading.
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faree2014
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Robustness Checking
#CurrencyPairPrediction
Robustness Checking Check how sensitive your model is to:
• Slight changes in parameters.
• Different transaction cost assumptions.
• Different starting dates (different market regimes). If your model only works perfectly for one set of conditions, it’s likely overfit and will fail in live trading.
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