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	1310	February 16, 2024
About the AI Machine Learning category	0	340	September 20, 2022
Are our linear AI models homoskedastic? Are they close to linear?	0	46	October 9, 2025
Ranking vs machine-learning algorithms	43	354	October 5, 2025
Could not determine lookahead	3	47	September 25, 2025
List of 94 factors used in AI paper	12	1400	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	133	September 13, 2025
AI Improvement	25	494	September 3, 2025
AI Factor Models Sources of Randomness (e.g. LightGBM)	5	137	September 3, 2025
AI Factor - Ability to Include Slippage	2	98	August 2, 2025
AIF test results consistency	1	58	July 30, 2025
Slippage for leveraged inverse ETF Derivatives	6	96	July 16, 2025
Stupid AI Factor Questions on Validation Models, Prediction Models, and Time Periods	8	237	July 11, 2025
Member-Created AI for Investor Styles – Using Claude Artifacts	1	84	July 3, 2025
Does AI Load process understand required order of Regression() formulas?	2	83	June 1, 2025
A Novel Way to Control Risks	25	879	April 7, 2025
Has anyone successfully tried other LLM models? Such as FinGPT, FinBERT, or Llama 2?	41	1675	February 9, 2025
P123's Dedicated In-House Supercomputer? LLM for $3,000?	8	262	January 13, 2025
Great (?) AI paper about design choices	6	211	January 7, 2025
Do AI Models Use Raw Absolute Values or Relative Ranks?	3	110	January 3, 2025
How do you utilize AI-factor in conjunction with the systems you have?	7	232	December 3, 2024
KNN better than SMA for making prediction of factor performance?	2	128	November 25, 2024
Neural-net explanation for lay-people (in medical term unfortunately)	2	109	November 24, 2024
Annualized 1,424.33% ?!	1	145	November 21, 2024
Out of sample AI factor + Strange graph	8	88	November 16, 2024
Polynomial regression	4	107	October 28, 2024
Shannon's Demon: Are we harvesting volatility at the rebalance?	2	190	October 27, 2024
Inverted Parabola: Making the median be the highest rank	1	83	October 26, 2024
LLMs for creating new factors	14	302	October 10, 2024
LightGBM and interactions	12	486	October 5, 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…