PinnedMicropredictioninThe Modern ScientistRemind Me Again Why Large Language Models Can’t ThinkTo avoid looking like an unsophisticated fool it is safest to avow that LLMs cannot reason, think, or truly perceive the world. Sometimes…Apr 6, 202319Apr 6, 202319
PinnedMicropredictioninGeek CultureSchur Complementary Portfolios — A Unification of Machine Learning and Optimization-Based…This post considers both “modern” and “machine learning” portfolio approaches, and I show that they are sometimes the same. This viewpoint…Nov 21, 2022Nov 21, 2022
PinnedMicropredictioninGeek CultureIs Facebook’s “Prophet” the Time-Series Messiah, or Just a Very Naughty Boy?Facebook’s Prophet package aims to provide a simple, automated approach to the prediction of a large number of different time series. The…Feb 13, 20213Feb 13, 20213
MicropredictionA New Way to Detect Causality in Time-Series: Interview with Alejandro Rodriguez DominguezI virtually sat down with Alejandro Rodriguez Dominguez to discuss his recent paper with Om Hari Yadav on causality detection. I’m always…Nov 12Nov 12
MicropredictioninGeek CultureA New Generative AI Competition in Eleven DimensionsThere’s a new 11-dimensional game you can play by running this notebook. The task is distributional prediction of next week’s financial…Mar 23Mar 23
MicropredictionSo Long and Thanks for all the Phish — Reflections of a Content CreatorThis is a bit of a medium good-bye, I suspect.Oct 4, 20231Oct 4, 20231
MicropredictionA Gentle Introduction to Stochastic Portfolio Theory (and its Inverse)I made a brief comment about Stochastic Portfolio Theory that sparked some interest and a post or two by Alberto Bueno-Guerrero recently…Jul 22, 2023Jul 22, 2023
MicropredictionReward is Enough for Collective Artificial IntelligenceAug 2021May 23, 2023May 23, 2023
MicropredictionI Came Here For You To Beat MeI have created a notebook that will help you beat the microprediction oracle — the one you are so terrified of.May 22, 2023May 22, 2023
MicropredictionBratGPT Sounds a Lot Like a VendorAs some of you know I was able to convince ChatGPT4 to help me with time-series analysis, and conversely it was also able to help itself to…May 18, 20231May 18, 20231
