Bailey to speak at AI-Capital Markets Conference in NYC

David H. Bailey will join other speakers at the Artificial Intelligence and Data Science: Capital Markets conference, to be held 6-7 December 2017 at the National Museum of the American Indian (NMAI), One Bowling Green, New York City.

According to the conference website,

Complex mathematical modelling has always been part of the data-driven financial world, but today professional money managers are exploring a new range of techniques including machine learning, deep learning and neural networks. They have also become familiar with the relatively new discipline of data science – really an intersection of software engineering, statistical modelling, research analytics,

Continue reading Bailey to speak at AI-Capital Markets Conference in NYC

How universities are failing finance students

One of us (Marcos Lopez de Prado) has been interviewed on the topic of educational training in the finance field by Institutional Investor. A brief synopsis of this interview is below. The full article is HERE.

Continue reading How universities are failing finance students

MAFFIA paper receives the “Silver Bullet” award

We have learned that two of our MAFFIA group (Bailey and Lopez de Prado), together with Jonathan Borwein (posthumously) and Amir Salehipour, were awarded the “Silver Bullet” award (from the “Dash of Insight” group) for our article “Evaluation and ranking of market forecasters.”

See the entry for 5/20/2017 HERE.

(Only Bailey’s name was listed at the above URL, but all authors should be equally credited.)

Our preprint manuscript is available HERE.

Mathematics and economics: A reality check

One of us (Marcos Lopez de Prado) has published the article Mathematics and economics: A reality check in the Journal of Portfolio Management. The article is open-access — there is no fee for viewing or downloading.

Lopez de Prado argues that while economics is arguably one the most mathematical of the social sciences, the mathematical methods of economists may not be up to the task of modeling the complexity of the social institutions and the business/finance world. Outdated and inappropriate statistical methods are of particular concern, with economists and econometricians often drawing very dubious conclusions from the available data.

The

Continue reading Mathematics and economics: A reality check

The Mathematical Investor named one of Top 100 Math Blogs

The Mathematical Investor was recently named one of the Top 100 Math Blogs for students and teachers of mathematics, by Feedspot. The full list of the top 100 math blogs can be found HERE. We were awarded this “badge”: