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out-of-sample period

German translation: Out-of-sample-Periode


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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
English term or phrase:out-of-sample period
German translation:Out-of-sample-Periode
Entered by: Ralf Lemster
Options:
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07:51 May 29, 2005
English to German translations [PRO]
Tech/Engineering - Mathematics & Statistics / Financial modelling
English term or phrase: out-of-sample period
Der Kontext ist das Backtesting eines statistischen Modells zur Anlagestrukturierung:

"This process is known as "out-of-sample" testing. In such a test, a quantitatively derived model is created using historical data from a sample period of time (also known as the "in-sample" period). The model is then applied retroactively to a subsequent period of time (the "out-of-sample" period) to determine the quantitative validity of the model and to derive simulated performance results."

Das Konzept ist mir klar - ich suche einen etablierten deutschen Fachbegriff (sofern es denn einen gibt).
Ralf Lemster
Germany
Local time: 06:40
Out-of-sample-Periode/-Phase
Explanation:
Soweit ich nachvollziehen konnte, wir es im Deutschen so gelassen, also z.B. "Out-of-sample-Validierung"
(s. http://www.bundesbank.de/download/bankenaufsicht/pdf/rs01_01... )

HTH :-)
Selected response from:

MMUlr
Germany
Local time: 06:40
Grading comment
Thanks very much - this has confirmed my suspicion that there isn't an equivalent German term.
3 KudoZ points were awarded for this answer



Summary of answers provided
3Out-of-sample-Periode/-PhaseMMUlr


  

Answers


2 hrs   confidence: Answerer confidence 3/5Answerer confidence 3/5
Out-of-sample-Periode/-Phase


Explanation:
Soweit ich nachvollziehen konnte, wir es im Deutschen so gelassen, also z.B. "Out-of-sample-Validierung"
(s. http://www.bundesbank.de/download/bankenaufsicht/pdf/rs01_01... )

HTH :-)

MMUlr
Germany
Local time: 06:40
Native speaker of: German
PRO pts in category: 15
Grading comment
Thanks very much - this has confirmed my suspicion that there isn't an equivalent German term.
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