aatchb

I'm amazed that someone has written a paper that considers computational complexity that isn't written in LaTeX...

Ergodicity becomes a problem here. The nonlinear systems typically studied by complexity and chaos theorists have strong fixed rules that do not change in time. Markets have systematic and structural changes which can make prior observations completely irrelevant.

Touche.

Surely that title is backwards. I really doubt there is any ML methods that are inspired or based on econometric approaches, but there is no doubt that there exist econometric problems which can be approached using machine learning.

Wise for the individual, not so much for population.

So he's willing to concede space on the scientific landscape in the face of increasingly oppressive 'political correctness'? Don't research something if it may hurt someones feelings! Great.

A few years ago I graduated with a PhD in statistics with lots of ML inspiration. Since then I have always dreamed of applying my knowledge and skill in this domain. However, despite the belief I was 'probably' in a decent position to do so, I consistently read about how impossible it was. I have a boring 'normal' persons job, but, posts like this are somewhat reassuring that I made a reasonable decision to abandon a life of fruitless datamining and overfitting.

Indeed.

I have colleagues that end up writing the same god damn code over and over again because they fail to appreciate the idea of 'generic' code and 'frameworks'.

Some that haven't been mentioned:

Security Now - Steve Gibson basically reviewing the week in software and hardware security.

Rationally Speaking - Intellectual stuff

No such thing as a fish - fun trivia from the people behind the QI tv show.

Thanks for this, my employer (a large bank) blocks .ai

You don't think AlphaGo or self driving cars are impressive?