Data-Economist

Stress-testing with AnaliTeG

In our initial work with AnaliTeG we limited ourselves to only basic crude tests (like crisis stress-testing) not because we...

Meet AnaliTeG!

Dear Colleagues & Friends! Today me and Петр Гринцер proudly unveil our new state-the-art Deep Learning model for forecasting inflation....

One parameter is always enough

To add a little bit of fun to Alexey’s post below: This paper shows how to fit any finite number...

Ten Financial Applications of Machine Learning

Interesting ideas on machine-learning applications in finance. Finance is a much more tricky field than face-recognition… https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3197726 By Yulia Vymyatnina

Polynomial Regression As an Alternative to Neural Nets

These guys are going after neural networks claiming that they are essentially equivalent to polynomial fitting. Thoughts? If no objections...

Book reviews from WSJ

‘The Future of Work’ and ‘Human + Machine’ Review: Reckoning With the Robots https://www.wsj.com/articles/the-future-of-work-and-human-machine-review-reckoning-with-the-robots-1529862555  

What the Airline Knows About the Guy in Seat 14C

With more stories like that people awareness is likely to grow as well as public demand for more regulation. GDPR...

Selecting Directors Using Machine Learning

One quite interesting paper regarding the choice of C-level people in the future. Social capital could be derived from the...

Shipsy – Data Sciences

Please follow the link to read absolutely fabulous first-hand account from a friend of mine Dhruv Agrawal about how their...

Scaling Nudges with Machine Learning

Good article on interaction between Machine Learning and behavioral science around popular idea of so called “nudging” people towards making...