i like how behavioral economists wrote a bunch of best sellers, won nobel prizes and then the field turned out to be essentially a giant fraud and no one really cares
Show this thread
-
Marcos' book is a pretty good for financial ML though imo, his research is more practical, not meant to be ground breaking per say (by ground breaking I am talking Fischer Black level loll).
Can you really call it research if you’re just regurgitating stuff that everyone in the industry has known for decades?
-
-
not sure if "everyone" in the industry has known these for decades, I would at least give him some credit for compiling these ideas together
-
just to give an example, take the idea of fractional differencing, well one might say this most likely started with Mandlebrot's fractional brownian motion However, most financial models still rely on classic gbm and most time series analysis resorts to first differencing
- Show replies
New conversation -
-
-
those who can't do, teach (like me)
-
Getting personal here Liky.
End of conversation
New conversation -
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.