Tag: model design
Simple by design is a philosophy of removing extra parts that make models more complicated. What you lose in explanatory power, you gain in robustness.
Portfolio risk management is more akin to forecasting earthquakes than predicting weather. Our models aim to generate robust early warnings for tail events.
Benchmarking, Behavioral Biases, and the March Madness Tournament Challenge Recap
By Nathan Faber
On April 16, 2018