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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 LemsterKudoZ activityQuestions: 124 (none open) ( 1 closed without grading) Answers: 5229 Germany
| | Local time: 06:40
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| | 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 |
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| Discussion entries: 0 |
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