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?
The Google research blog posted this last week: Inceptionism: Going Deeper into Neural Networks It’s stunningly beautiful and gives some intuition as to what is going within the hidden layers of image recognition artificial neural networks (ANNs). It’s not surprising it gained mainstream media coverage. What strikes me as more profound are the implications for … More The strange case of the hallucinating AI’s
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?