Deep Latent Variable Models
In our previous blog post, we introduced latent variable models, where the latent variable can be thought...
Feature Selection in the Age of Generative AI
Features are inputs to machine learning algorithms. Sometimes also called independent variables, covariates, or just X, they...
Deep Reinforcement Learning for Portfolio Optimization
By: Ernest Chan, Uttej Mannava, Johann Abraham, Benjamin Li, & Hamlet Medina. We wrote a lot about...
Cross-Attention for Cross-Asset Applications
By: Ernest Chan, Uttej Mannava, Johann Abraham In the previous blog post, we saw how we can...
Applying Transformers to Financial Time Series
By: Hamlet Medina, Ernest Chan, Uttej Mannava, Johann Abraham In the previous blog post, we gave a...
A Poor Person’s Transformer
By: Hamlet Medina, Ernest Chan, Johann Abraham, and Uttej Mannava For those of us who grew up...
Have LLMs improved over the last year?
Comparing their responses to our books’ prompts a year later. By Hamlet Medina & Ernest Chan The answer...
Applying Corrective AI to Daily Seasonal Forex Trading
By Sergei Belov 1, Ernest Chan1, Nahid Jetha2, and Akshay Nautiyal1 ABSTRACT We applied Corrective AI (Chan,...
Conditional Portfolio Optimization: Using machine learning to adapt capital allocations to...
By Ernest Chan, Ph.D., Haoyu Fan, Ph.D., Sudarshan Sawal, and Quentin Viville, Ph.D. Previously on this blog,...
The demise of Zillow Offers: Its not AI’s fault!
The story is now familiar: Zillow Group built a home price prediction system based on AI in...