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Microprediction
Microprediction

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Microprediction: Building an Open AI Network
Microprediction: Building an Open AI Network

How a web-scale network of autonomous micromanagers can challenge the AI revolution and combat the high cost of quantitative business optimization

2022

·
Peter Cotton
Peter Cotton

Stories

Published in

The Modern Scientist

·Pinned

Remind Me Again Why Large Language Models Can’t Think

To avoid looking like an unsophisticated fool it is safest to avow that LLMs cannot reason, think, or truly perceive the world. Sometimes people expressing even the possibility of an alternative are pointed in the direction of “ML for Dummies” and the implicit reductionist case. Yet as Sister Aloysius said…

ChatGPT

39 min read

Remind Me Again Why Large Language Models Can’t Think
Remind Me Again Why Large Language Models Can’t Think
ChatGPT

39 min read


Published in

Geek Culture

·Pinned

Schur Complementary Portfolios — A Unification of Machine Learning and Optimization-Based Allocation

This post considers both “modern” and “machine learning” portfolio approaches, and I show that they are sometimes the same. This viewpoint yields new, principled top-down allocation methodologies including a promising new approach inspired by Hierarchical Risk Parity. Goals I summarize Hierarchical Risk Parity (HRP) developed by Marcos Lopez de Prado in…

Portfolio Management

19 min read

Schur Complementary Portfolios — A Unification of Machine Learning and Optimization-Based…
Schur Complementary Portfolios — A Unification of Machine Learning and Optimization-Based…
Portfolio Management

19 min read


Published in

Geek Culture

·Pinned

Is 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 package employs an easily interpreted, three-component additive model whose Bayesian posterior is sampled using STAN. In contrast to some other approaches, the user of Prophet might hope for…

Timeseries Forecasting

27 min read

Is Facebook’s “Prophet” the Time-Series Messiah, or Just a Very Naughty Boy?
Is Facebook’s “Prophet” the Time-Series Messiah, or Just a Very Naughty Boy?
Timeseries Forecasting

27 min read


5 days ago

Reward is Enough for Collective Artificial Intelligence

Aug 2021 This essay responds to the well-known Reward is Enough article by David Silver, Satinder Singh, Doina Precup, and Richard S. Sutton. The title of their work is a high-quality provocation but somewhat futuristic. In this response, I argue that “reasonably impressive collective intelligence” is more imminent and feasible…

Collective Intelligence

22 min read

Reward is Enough for Collective Artificial Intelligence
Reward is Enough for Collective Artificial Intelligence
Collective Intelligence

22 min read


6 days ago

I Came Here For You To Beat Me

I have created a notebook that will help you beat the microprediction oracle — the one you are so terrified of. Yes, like the frightened baby chipmunk, you are scared by anything that is different. I know this. Too bad for you I have prophesized in this book that in…

Timeseries

6 min read

I Came Here For You To Beat Me
I Came Here For You To Beat Me
Timeseries

6 min read


May 18

BratGPT Sounds a Lot Like a Vendor

As 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 the admittedly limited wisdom of humanity (article) for its own prediction too. I’m having a harder time with BratGPT, however.

ChatGPT

2 min read

BratGPT Sounds a Lot Like a Vendor
BratGPT Sounds a Lot Like a Vendor
ChatGPT

2 min read


May 15

ChatGPT4 Thinks Open-Source Developers Need to Lawyer Up

This document is a draft act before the European Parliament created by two committees. ChatGPT4 thinks it will be terrible for open-source. I fed the document to ChatGPT4 and then interrogated it as follows: Question: I am an open source developer residing in the United States. Some of my code…

Chatgpt4

10 min read

ChatGPT4 Thinks Open-Source Developers Need to Lawyer Up
ChatGPT4 Thinks Open-Source Developers Need to Lawyer Up
Chatgpt4

10 min read


Published in

Geek Culture

·Mar 18

ChatGPT’s Moneyball Moment and the Future of Empirical Research

Is it socially acceptable to spend hours making your case to a computer because you’ve given up trying to make it to most humans? That’s the misanthropic slope I’m sliding down in this article in a bid to prove, beyond reasonable doubt, that the scientific process has permanently changed. It…

ChatGPT

12 min read

ChatGPT’s Moneyball Moment and the Future of Empirical Research
ChatGPT’s Moneyball Moment and the Future of Empirical Research
ChatGPT

12 min read


Published in

Geek Culture

·Mar 13

The Global Financial Crisis Should Have Been Caught By the Compiler (An Insider’s Perspective)

This is a note about types of probability, and their role in the credit crisis. In particular I cover P, Q and R-probability where the first two are standard and the third is my label. …

Silicon Valley Bank

22 min read

The Global Financial Crisis Should Have Been Caught By the Compiler (An Insider’s Perspective)
The Global Financial Crisis Should Have Been Caught By the Compiler (An Insider’s Perspective)
Silicon Valley Bank

22 min read


Published in

Geek Culture

·Mar 6

So, You Recommended a Python Time-Series Package … Now What?

In this day and age, influencers have a pretty big impact on what analytical approaches get used by data scientists. Social platforms are filled with posts recommending package X, Y, or Z. It seems almost certain, however, that few of those recommendations are by people who have actually used the…

Timeseries

11 min read

So, You Recommended a Python Time-Series Package … Now What?
So, You Recommended a Python Time-Series Package … Now What?
Timeseries

11 min read

Microprediction

Microprediction

920 Followers

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Chief Data Scientist, Intech Investments

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