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…·39 min read·Apr 6, 2023--17--17
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…19 min read·Nov 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…·27 min read·Feb 13, 2021--3--3
MicropredictionA Weekly Monte Carlo Game to Predict Sector ReturnsHas Generative AI come to finance, we ask? Can new methods create better Monte Carlo paths than tried and tested econometric and…4 min read·Mar 23, 2024----
MicropredictionSo Long and Thanks for all the Phish — Reflections of a Content CreatorThis is a bit of a medium good-bye, I suspect.23 min read·Oct 4, 2023--1--1
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…·10 min read·Jul 22, 2023----
MicropredictionReward is Enough for Collective Artificial IntelligenceAug 202122 min read·May 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.6 min read·May 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…2 min read·May 18, 2023--1--1
MicropredictionChatGPT4 Thinks Open-Source Developers Need to Lawyer UpThis document is a draft act before the European Parliament created by two committees. ChatGPT4 thinks it will be terrible for open-source.10 min read·May 15, 2023----