Compound Your Knowledge: Editorials On Machine Learning The Alpha Architect Round Up podcast

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Business Compound Your Knowledge The Alpha Architect Week In Ryans

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Compound Your Knowledge: Editorials On Machine Learning

5+ y ago 16:14

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Innhold levert av Alpha Architect. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Alpha Architect eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

This week Ryan and Jack discuss two editorials on machine learning and its impact and use within Research. The first paper is an Editorial by Rob Arnott, Cam Harvey, and Harry Markowitz discussing, in their opinion, proper protocols for research (back-testing) in the era of machine learning. The Second paper, summarized by Elisabetta, is by Joseph Simonian, Marcos Lopez de Prado, and Frank Fabozzi. In their paper, they discuss, at a high-level, how data science and machine learning can help research. Paper Links: A Backtesting Protocol in the Era of Machine Learning https://alphaarchitect.com/2018/12/17/protocol-to-prevent-quants-gone-wild/ Order from Chaos: Data Science is Revolutionizing Investment Practice https://alphaarchitect.com/2018/12/18/data-science-is-revolutionizing-investment-practice/

… continue reading

53 episoder

#Business #Compound Your Knowledge The Alpha Architect #Week In Ryans

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Compound Your Knowledge: Editorials On Machine Learning

The Alpha Architect Round Up

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published 5+ y ago

Del

MP3•Episoder hjem

Innhold levert av Alpha Architect. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Alpha Architect eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

This week Ryan and Jack discuss two editorials on machine learning and its impact and use within Research. The first paper is an Editorial by Rob Arnott, Cam Harvey, and Harry Markowitz discussing, in their opinion, proper protocols for research (back-testing) in the era of machine learning. The Second paper, summarized by Elisabetta, is by Joseph Simonian, Marcos Lopez de Prado, and Frank Fabozzi. In their paper, they discuss, at a high-level, how data science and machine learning can help research. Paper Links: A Backtesting Protocol in the Era of Machine Learning https://alphaarchitect.com/2018/12/17/protocol-to-prevent-quants-gone-wild/ Order from Chaos: Data Science is Revolutionizing Investment Practice https://alphaarchitect.com/2018/12/18/data-science-is-revolutionizing-investment-practice/

… continue reading

53 episoder

#Business #Compound Your Knowledge The Alpha Architect #Week In Ryans

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