Chapter 19: Risk Management
Drift Detection and Trigger Design intermediate
A drift monitor is useful only when you know what statistic it watches, what kind of change it can see, and how many false alarms you are willing to tolerate.
A drift monitor is useful only when you know what statistic it watches, what kind of change it can see, and how many false alarms you are willing to tolerate.
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References
Three Quant Lessons from COVID-19
Alex Lipton, Marcos Lopez de Prado
(2020)
The Self-Driving Portfolio: Agentic Architecture for Institutional Asset Management
Andrew Ang, Nazym Azimbayev, Andrey Kim
(2026)
One or Two Things We know about Concept Drift -- A Survey on Monitoring Evolving Environments
Fabian Hinder, Valerie Vaquet, Barbara Hammer
(2023)
Information Coefficient as a Performance Measure of Stock Selection Models
Feng Zhang, Ruite Guo, Honggao Cao
(2020)
Learning with Drift Detection
Ana L. C. Bazzan, Sofiane Labidi, João Gama, Pedro Medas, Gladys Castillo, Pedro Rodrigues
(2004)
— Springer Berlin Heidelberg