Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

Years ago, our firm employed a junior investment analyst who left us for supposedly greener pastures. In his exit interview, he told me he was leaving in part because he was great at picking ...

Feature interactions can contribute to a large proportion of variation in many prediction models. In the era of big data, the coexistence of high dimensionality in both responses and covariates poses ...