Sign up to save your podcasts
Or
Share Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
Share to email
Share to Facebook
Share to X
Share to email
Share to Facebook
Share to X
Or
Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
We’re trying something new here, folks. I’ve got 5 seasons and 60 brilliant episodes and I thought it would be fun, in the off season, to go back to the archives and highlight past conversations.
So using my trusty random number generator, I chose an episode at random. So, we’re going back to 2018 to my conversation with John Alberg, co-founder of Euclidean Technologies, where machine learning is applied to the value investing problem.
The part I’m highlighting starts around minute 20 and is about the formulation of the machine learning problem and how the research question should be asked. I like this section because I think it really highlights how we can think about the tradeoff of degrees of complexity versus accuracy and the problem of overfitting.
Enjoy!
View all episodes
By Corey Hoffstein
4.9
228228 ratings
We’re trying something new here, folks. I’ve got 5 seasons and 60 brilliant episodes and I thought it would be fun, in the off season, to go back to the archives and highlight past conversations.
So using my trusty random number generator, I chose an episode at random. So, we’re going back to 2018 to my conversation with John Alberg, co-founder of Euclidean Technologies, where machine learning is applied to the value investing problem.
The part I’m highlighting starts around minute 20 and is about the formulation of the machine learning problem and how the research question should be asked. I like this section because I think it really highlights how we can think about the tradeoff of degrees of complexity versus accuracy and the problem of overfitting.
Enjoy!
More shows like Flirting with Models
View all
Macro Voices
3,074 Listeners
Top Traders Unplugged
590 Listeners
Masters in Business
2,166 Listeners
Odd Lots
1,872 Listeners
The Meb Faber Show - Better Investing
937 Listeners
Capital Allocators – Inside the Institutional Investment Industry
797 Listeners
Alpha Exchange
82 Listeners
Value Investing with Legends
214 Listeners
Excess Returns
81 Listeners
Macro Hive Conversations With Bilal Hafeez
99 Listeners
The Memo by Howard Marks
436 Listeners
Forward Guidance
276 Listeners
The Macro Trading Floor
220 Listeners
Money Stuff: The Podcast
383 Listeners
Monetary Matters with Jack Farley
145 Listeners