The backtest period during which we tested the model spans from 2016-01-01 to 2022-01-01, and the model was retrained every 3 months. Actually, it is a hyperparameter that could be tuned depending on the time/accuracy trade-off.
The model is trained on the dataset described in Section 3. However, the entire dataset cannot be used for training since it would be incorrect to train on companies founded in the future to predict the success of companies in the past.
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