MA.S.A.S.P
Each illustrative scorecard below is associated to a single analytical step of the MASASP methodology with respect either to a single model (TEST) or the whole SPGx4F combination (EVALUATE & DIVERSIFICATION) referred to in the lectures
MA.S.A.S.P. is the acronym of financial MArket Systems Assessment & Scoring Platform. This is a statistically-sound analytical platform intended to forge market systems (MS) conjugating refined predictive modeling tools with powerful risk assessment and diversification features.
MA.S.A.S.P methodology promotes a rigorous approach as regards market systems assessment and even when it resorts to automatical predictor selection it is tailored so to avoid the common data-mining pitfalls. The general-purpose data-mining tools are unfit to deal with financial data, especially with market systems, which are quite small in terms of sample size.
The market system combination optimization is achieved by diversification rather than by greedy optimization of each model (market system). This approach marks the difference between M.A.S.A.S.P. and the other market system design platforms.
EFFAS
/ CEFA
SAS Institute
/ Statistical Business Analyst
/ Predictive Modeler