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 Outdated and inappropriate statistical methods are of particular concern, with economists and econometricians often drawing very dubious conclusions from the available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.


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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”: