The paper made me wonder: How many false negatives? ie, did the model declare an investment as "bad" even though the investment turned out well?
Essentially: I was looking for a scatter plot with "expected return" on one axis and "actual return" on the other. (Maybe I missed it: The paper is pretty long/dense, and I only skimmed.)
Comments
The paper made me wonder: How many false negatives? ie, did the model declare an investment as "bad" even though the investment turned out well?
Essentially: I was looking for a scatter plot with "expected return" on one axis and "actual return" on the other. (Maybe I missed it: The paper is pretty long/dense, and I only skimmed.)