I feel truly honored, grateful and humbled by JPM's award. I hope it serves to draw attention to the many applications of financial machine learning. https://t.co/aQ7Iz85Zhi
@xkcdComic@BlackArbsCEO Great pic. Hence the need for cross-validation, early stopping, pruning, dropout, bagging, ... and so many other modern methods in statistical learning.
An experimental study of the "False Strategy" theorem: https://t.co/rD5fbhk8o0
Math will never cease to amaze me: Such a short formula can predict so accurately the maximum value of a random unbounded variable... I wish more people loved math. The world would be a nicer place.