old appearances

I have done a number of talks and appeared in a number of videos over the years. It has been some time since many of these videos and talks have been made (mostly over 5 years from this date), but there are some interesting nuggets amongst them. Most of these are on applications of machine learning in finance - you may find them interesting. Talks Thrifting Alpha Thrifting alpha is a talk about using ensemble learning to combine low alpha (weakly predictive) signals for algorithmic trading into stronger composite signals for trading a portfolio of stocks. ...

2025-08-26 · Max