Yann LeCun, arguably the father of modern machine learning, has described Generative Adversarial Networks (GANs) as the most interesting idea in deep learning in the last 10 years (and there have been a lot of interesting ideas in Machine Learning over the past 10 years). From a trading perspective, or any game theoretic activity in which … More Deep Learning’s Killer App for Finance?
Maybe I’ve seen enough ‘headline bingo’ to last a lifetime (prior Geek crises, bank bailouts, US debt ceiling cliffhangers, QE announcements…), but a few things really stand out this time: When faced with unpredictable chaos (in the technical sense of both terms), market participants go into analytical overdrive; prognosticating, publishing, tweeting, blogging, holding conference calls, … More (Market) Behavioural takeaways: Greece – 2015 edition
In my work as a trader and portfolio manager I have built numerous trading strategies employing machine learning (ML) methods. My experience has been very much based on trial and error – trying to build practical solutions to real business problems and tackling challenges as they arise. I have an academic background in both physics and … More Why markets and machine learning?