Prof Leo Breiman has visited Econostat in 1995 and was impressed by the original research, finally published much later in "Neural Networks and the Financial Markets" by Springer
Prof Leo Breiman has visited Econostat in 1995 and was impressed by the original research, finally published much later in "Neural Networks and the Financial Markets" by Springer
Prof Leo Breiman has visited Econostat in 1995 and was impressed by the original research, finally published much later in "Neural Networks and the Financial Markets" by Springer
Meeting with Prof. Leo Breiman
October 1995
Format
"You guys are ahead of this game .. doing the right thing: 98% depends on data ~ your
data is very noisy and marginalisation certainly helps: the more you average, the better
you are’. Leo is aware of a few quant stock pickers, Including Prediction Company, but
hho one is doing bonds. Cart we find features? Proposed experiments.
Questions
[10h25] Q1. (Jimmy, Drago) How we can minimise data mining ettects and estimate pre-