I have just returned from the Advances in Machine Learning for Computational Finance event in London. It was interesting and some of the invited speakers gave very informative talks ( at least, I learned something). More on that in a later post, when I have a bit more time to properly summarize it.
For now, I just wanted to add a pointer to our talk slides. This is one of those research projects where we find ourselves repeatedly reformulating our ideas as we go along (as opposed to some projects I’ve been involved in where one has a very clear idea of the final result right at the outset, although the precise details of how to get there might be unclear). So, feedback would be most welcome.