2006, Data mining, Modeling and Strategy

The trinity of errors in financial models: An introductory analysis using TensorFlow Probability

O'Reilly on Data

JANUARY 22, 2019

An exploration of three types of errors inherent in all financial models. At Hedged Capital , an AI-first financial trading and advisory firm, we use probabilistic models to trade the financial markets. All financial models are wrong. Clearly, a map will not be able to capture the richness of the terrain it models.

Modeling

Modeling Finance Uncertainty Data mining

Towards optimal experimentation in online systems

The Unofficial Google Data Science Blog

APRIL 23, 2024

Experiments, Parameters and Models At Youtube, the relationships between system parameters and metrics often seem simple — straight-line models sometimes fit our data well. That is true generally, not just in these experiments — spreading measurements out is generally better, if the straight-line model is a priori correct.

Experimentation

Experimentation Optimization Uncertainty Metrics

Data Leaders Brief

The trinity of errors in financial models: An introductory analysis using TensorFlow Probability

Towards optimal experimentation in online systems

Webinars

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