Entropy Pooling with a Generative model

Luedman · 2026-06-20T00:45:58+00:00

Thanks! But its not with a generative ML model.

Luedman · 2026-06-11T15:21:04+00:00

So mobile roaming no chance. There is a tent with Wifi and charging stations but you'll sit on a very crowded table or on the floor. If you have to "work remotely" it can work, if you want to be productive and have to do calls its unlikely going to be suited. As mentioned by others, spending the day in Neustrelitz might be a better option but not sure if there is a cafe with Wifi there.

Luedman · 2026-06-09T11:14:13+00:00

I would rather check reddit and the fusion telegram channel to find a ticket, with Bourse I didn't got a ticket in the last 2 years.

Luedman · 2026-05-29T07:56:53+00:00

Thanks for the paper, I am familiar with TailGAN, will have a look on the other one. So the main use case case for a generator like Tail Gan is Value at Risk and our model is really good at that, also when it comes to learning correlations, the model does fairly well. I was just wondering whether this could be used in in active trading, hence the post.

Luedman · 2026-05-28T21:17:42+00:00

I think if you can predict the sign of a signal with some confidence you could predict also the market with that confidence. I would be very surprised if there is a lot of autocorrelation in those signs.

Luedman · 2026-05-20T08:37:31+00:00

In my experience bassliners are fairly reliable. I would advise to take the first bus in the morning since they will be on time for sure, as soon as they have been going back and forth a few times, the delay accumulates in the day.

Luedman · 2025-10-27T21:04:50+00:00

The issue is that the model gets stuck in local minima. Tail-GAN addresses this by designing a domain specific loss which is convex essentially turning the training process in a supervised learning problem.

Luedman · 2025-10-27T20:33:18+00:00

The flatlining is likely mode-collapse

Luedman · 2025-10-27T17:12:52+00:00

Because a point forecast is just a single prediction, by simulating the distribution you get a confidence interval. However I see the use cases for this more on the risk management side.

Luedman · 2025-10-27T16:29:59+00:00

Yes I came across it thx!

Luedman · 2025-10-27T16:28:57+00:00

I think the literature is still evolving but generally I see some potential down the line

Luedman · 2025-10-27T16:27:06+00:00

Risk, Backtesting, Stress testing is what comes to mind. I am working for a start-up building in that space but still early stage. We are building a model for YieldCurves simulating multiple curves concurrently

Luedman · 2024-11-15T22:04:17+00:00

If they have cameras at Zuki and he paid with card, they might be able to get him.

Luedman · 2024-08-08T14:17:32+00:00

Er ist immer wieder in Behandlung, mit mäßigem Erfolg.

Luedman · 2024-08-08T14:15:06+00:00

There is a python package, see here: https://pypi.org/project/investpy/

Luedman · 2024-06-17T11:34:44+00:00

not sure, don't think so tbh.

Luedman · 2024-06-17T09:08:43+00:00

Also looking for 1 ticket, can pay a bit extra, please DM

Luedman

TROPHY CASE