| Data snooping, dredging and fishing: the dark side of data mining a SIGKDD99 panel report |
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ACM SIGKDD Explorations Newsletter
archive
Volume 1 , Issue 2 (January 2000)
table of contents
COLUMN: KDD-99 conference reports
table of contents
Pages: 52 - 54
Year of Publication: 2000
ISSN:1931-0145
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Downloads (6 Weeks): 3, Downloads (12 Months): 15, Citation Count: 3
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ABSTRACT
This article briefly describes a panel discussion at SIGKDD99.
REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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Leamer, E. Specification Searches: Ad Hoc Inference with Nonexperimental Data. Wiley. 1978
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Malkiel, B. A Random Walk Down Wall Street. Norton. 1996.
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Oates, T. and D. Jensen. Large datasets lead to overly complex models: An explanation and a solution. In Proceedings of The Fourth International Conference on Knowledge Discovery and Data Mining. 1998. 294--298. http://www-eksl.cs.umass.edu/papers/oates-kdd98-Datasets.ps
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Sullivan, R., A. Timmermann, and H. White. Data-snooping, technical trading rule performance, and the bootstrap. UCSD Department of Economics Discussion Paper #97-31. December 1997. ftp://weber.ucsd.edu/pub/econlib/dpapers/ucsd9731.ps.gz
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Sullivan, R., A. Timmermann, and H. White. Dangers of data-driven inference: The case of calendar effects in stock returns. UCSD Department of Economics Discussion Paper #98-16. June 1998. http://weber.ucsd,edu/Depts/Econ/Wpapers/Files/ucsd9816.pdf
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Westfall, P. and S. Young, Resampling-Based Multiple Testing. Wiley. 1993
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White, H. A Reality Check for Data Snooping. QRDA, LLC Technical Report #98-01. May 1997.
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