Overfitting in practice: our rule that simple wins ties
We put twelve model families through exactly the same test for ranking stocks one month ahead: simple rules, ridge regression, LightGBM, a PyTorch MLP, k-nearest neighbours, an LSTM, a GRU, a regime-switching model and others. Same features, same walk-forward schedule, same costs, same measure. Non…
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- 2026-11-03 11:58 · DEV Community — Machine Learning
Overfitting in practice: our rule that simple wins ties