18 May Wrongology: The Art of Learning from Mistakes! by Omid Moradiannasab
Mistakes, misunderstandings and missteps. Most of us will do anything to avoid them. In many cases humans find it uncomfortable, not to say humiliating, to even admit to own fallibility. Nevertheless, mistakes are inevitable, not only to humans but also to algorithms. In the fast-paced world we now live in, a big source of such mistakes could be to easily incline toward optimizing what does not really matter! Given that in the financial domain the weight of influential parameters in the market can vary across time in our world of continuous...