Reference health

Information Leakage in Backtesting

https://doi.org/10.2139/ssrn.3836631
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16/16 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 16 checked references that resolve
resolves10.3905/jfds.2019.1.064
A Backtesting Protocol in the Era of Machine Learning
resolves10.1016/j.ins.2011.12.028
On the use of cross-validation for time series predictor evaluation
resolves10.1016/j.csda.2014.02.001
On the usefulness of cross-validation for directional forecast evaluation
resolves10.1016/j.csda.2017.11.003
A note on the validity of cross-validation for evaluating autoregressive time series prediction
resolves10.1093/rfs/5.4.553
Survivorship Bias in Performance Studies
resolves10.1093/biomet/81.2.351
A cross-validatory method for dependent data
resolves10.1145/2523813
A survey on concept drift adaptation
resolves10.1198/016214504000000548
Cross-Validation and the Estimation of Conditional Probability Densities
resolves10.1016/j.jbankfin.2017.05.006
Optimal delta hedging for options
resolves10.1016/j.patcog.2011.06.019
A unifying view on dataset shift in classification
resolves10.1016/S0304-4076(00)00030-0
Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
resolves10.1080/14697688.2019.1622295
Universal features of price formation in financial markets: perspectives from deep learning
resolves10.21314/JRMV.2007.002
Benchmarking default prediction models: pitfalls and remedies in model validation
resolves10.1111/j.2517-6161.1974.tb00994.x
Cross-Validatory Choice and Assessment of Statistical Predictions
resolves10.1080/14697688.2022.2097120
A note on spurious model selection
resolves10.1111/1468-0262.00152
A Reality Check for Data Snooping
The 9 references without a DOI — listed, not checked
no DOI — not checkedVolatility forecasting without data-snooping
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedDividing a sample into two parts a statistical dilemma
no DOI — not checkedNonparametric regression with correlated errors
no DOI — not checkedref16
no DOI — not checkedNeural networks for option pricing and hedging: a literature review
no DOI — not checkedHedging with linear regressions and neural networks
no DOI — not checkedref21
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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