AI Machine Learning

Topic	Replies	Views	Activity
Seminal paper cementing AI to the top spot for developing quantitative strategies Dear All, This is it! The paper that everyone is quoting for AI based strategies. It is the new benchmark. It’s incredibly complete with many empirical output reports. It must have taken thousands of hours to do (gettin…	28	1424	February 16, 2024
About the AI Machine Learning category	0	344	September 20, 2022
AlgoMan's Quant Toolkit – Advanced Pre-Training Analysis for Tree-Based Models	20	556	January 18, 2026
Ranking vs machine-learning algorithms	50	929	December 16, 2025
AI Questions	1	55	December 14, 2025
How to normalize by industry in AI models	4	90	December 14, 2025
Are our linear AI models homoskedastic? Are they close to linear?	0	68	October 9, 2025
Could not determine lookahead	3	69	September 25, 2025
List of 94 factors used in AI paper	12	1461	September 23, 2025
Z-score normalization by date is better than raw excess returns but the difference is not practically significant on my testing	2	153	September 13, 2025
AI Improvement	25	611	September 3, 2025
AI Factor Models Sources of Randomness (e.g. LightGBM)	5	175	September 3, 2025
AI Factor - Ability to Include Slippage	2	118	August 2, 2025
AIF test results consistency	1	68	July 30, 2025
Slippage for leveraged inverse ETF Derivatives	6	134	July 16, 2025
Stupid AI Factor Questions on Validation Models, Prediction Models, and Time Periods	8	262	July 11, 2025
Member-Created AI for Investor Styles – Using Claude Artifacts	1	101	July 3, 2025
Does AI Load process understand required order of Regression() formulas?	2	103	June 1, 2025
A Novel Way to Control Risks	25	952	April 7, 2025
Has anyone successfully tried other LLM models? Such as FinGPT, FinBERT, or Llama 2?	41	2285	February 9, 2025
P123's Dedicated In-House Supercomputer? LLM for $3,000?	8	280	January 13, 2025
Great (?) AI paper about design choices	6	235	January 7, 2025
Do AI Models Use Raw Absolute Values or Relative Ranks?	3	113	January 3, 2025
How do you utilize AI-factor in conjunction with the systems you have?	7	251	December 3, 2024
KNN better than SMA for making prediction of factor performance?	2	134	November 25, 2024
Neural-net explanation for lay-people (in medical term unfortunately)	2	109	November 24, 2024
Annualized 1,424.33% ?!	1	149	November 21, 2024
Out of sample AI factor + Strange graph	8	121	November 16, 2024
Polynomial regression	4	112	October 28, 2024
Shannon's Demon: Are we harvesting volatility at the rebalance?	2	215	October 27, 2024

Seminal paper cementing AI to the top spot for developing quantitative strategies

Dear All, This is it! The paper that everyone is quoting for AI based strategies. It is the new benchmark. It’s incredibly complete with many empirical output reports. It must have taken thousands of hours to do (gettin…