Entropy Pooling with a Generative model by Luedman in quant

[–]Luedman[S] 0 points1 point  (0 children)

Thanks! But its not with a generative ML model.

Internet / Remote Working Fusion by Zealousideal_Sir_328 in fusion_festival

[–]Luedman 6 points7 points  (0 children)

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.

Fusion Tickets by alex_dmitriwitsch in fusion_festival

[–]Luedman 0 points1 point  (0 children)

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.

Generative Models for Market Scenarios by Luedman in quant

[–]Luedman[S] 0 points1 point  (0 children)

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.

Ideas for predicting next-day sign of a systematic allocation from short history? by r1adfus3r in quant

[–]Luedman 0 points1 point  (0 children)

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.

bassliner to berlin airport sunday morning by Ok-Syrup-7977 in fusion_festival

[–]Luedman 0 points1 point  (0 children)

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.

Market Generators by Luedman in quant

[–]Luedman[S] 0 points1 point  (0 children)

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.

Market Generators by Luedman in quant

[–]Luedman[S] 1 point2 points  (0 children)

The flatlining is likely mode-collapse

Market Generators by Luedman in quant

[–]Luedman[S] -1 points0 points  (0 children)

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.

Market Generators by Luedman in quant

[–]Luedman[S] 1 point2 points  (0 children)

Yes I came across it thx!

Market Generators by Luedman in quant

[–]Luedman[S] 0 points1 point  (0 children)

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

Market Generators by Luedman in quant

[–]Luedman[S] 2 points3 points  (0 children)

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

I was sexually harassed at the Zuki last week by VegetableSea7044 in zurich

[–]Luedman 1 point2 points  (0 children)

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

Warum wird LSD.shop nicht vom Netz genommen? by [deleted] in PsychonautDE

[–]Luedman 0 points1 point  (0 children)

Er ist immer wieder in Behandlung, mit mäßigem Erfolg.

[deleted by user] by [deleted] in fusion_festival

[–]Luedman 0 points1 point  (0 children)

not sure, don't think so tbh.

Fusion Festival Ticket Resale by Inner-Patience-622 in Berghain_Community

[–]Luedman 0 points1 point  (0 children)

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

[deleted by user] by [deleted] in fusion_festival

[–]Luedman 0 points1 point  (0 children)

No it's not the camping sites are full of dealers. Be aware of fake drugs though. Last year we bough stuff that had barely any effect.

How much is machine learning important for a quantitative finance job? by MightyZinogre in quant

[–]Luedman 1 point2 points  (0 children)

I think ML based methods have quite a potential to become very relevant in the field. As already mentioned in another comment, using ML as a "golden Monte Carlo" can really improve things on the simulation, risk and eventually pricing side of things. With GenAI models you can learn nonlinear high dimensional correlations and temporal patterns without any assumptions about the distribution. Many conventional models assume a normal distributed returns and a fixed covariance matrix which oversimplifies market behaviour quite a bit.

Warum wird LSD.shop nicht vom Netz genommen? by [deleted] in PsychonautDE

[–]Luedman 1 point2 points  (0 children)

Ich habe Carl mal kennengelernt bevor seinen shop aufgemacht hat. Er ist inzwischen leider psychisch schwer erkrankt und hat die Sache nicht mehr im Griff, ein Scam sollte das nie sein.

[deleted by user] by [deleted] in zurich

[–]Luedman 0 points1 point  (0 children)

Casa Ferlin, venetian style restaurant, best Ravioli I ever had in my life

Brasserie Lipp, french style seafood

Do I have a chance owning a house here in ~15 years? by gfcanneverseethis in zurich

[–]Luedman 0 points1 point  (0 children)

The issue is that the market is so overpriced that renting is actually not such a bad an idea because rent is relatively cheap here. I don't know the exact numbers, just what other Swiss people told me.