Big Data BNPP: Machine-Learning

Came across an interesting presentation recently over on the QMI site.  The resources slide offers a few interesting links.  The dependency across assets reminds me of paired stocks but more. Shame there is little data on the technology used, other than Matlab.

Statistical Learning Methods 
for Big Data Analysis and 
Predictive Algorithm Development offers a buzzword bingo slide (7) on statistical learning.


~ by mdavey on November 5, 2013.

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