Access Numerai here: http://numer.ai/mlst
Michael Oliver is the Chief Scientist at Numerai, a hedge fund that crowdsources machine learning models from data scientists. He has a PhD in Computational Neuroscience from UC Berkeley and was a postdoctoral researcher at the Allen Institute for Brain Science before joining Numerai in 2020. He is also the host of Numerai Quant Club, a YouTube series where he discusses Numerai’s research, data and challenges.
YT version: https://youtu.be/61s8lLU7sFg
TOC:
[00:00:00] Introduction to Michael and Numerai
[00:02:03] Understanding / new Bing
[00:22:47] Quant vs Neuroscience
[00:36:43] Role of language in cognition and planning, and subjective...
[00:45:47] Boundaries in finance modelling
[00:48:00] Numerai
[00:57:37] Aggregation systems
[01:00:52] Getting started on Numeral
[01:03:21] What models are people using
[01:04:23] Numerai Problem Setup
[01:05:49] Regimes in financial data and quant talk
[01:11:18] Esoteric approaches used on Numeral?
[01:13:59] Curse of dimensionality
[01:16:32] Metrics
[01:19:10] Outro
References:
Growing Neural Cellular Automata (Alexander Mordvintsev)
https://distill.pub/2020/growing-ca/
A Thousand Brains: A New Theory of Intelligence (Jeff Hawkins)
https://www.amazon.fr/Thousand-Brains-New-Theory-Intelligence/dp/1541675819
Perceptual Neuroscience: The Cerebral Cortex (Vernon B. Mountcastle)
https://www.amazon.ca/Perceptual-Neuroscience-Cerebral-Vernon-Mountcastle/dp/0674661885
Numerai Quant Club with Michael Oliver
https://www.youtube.com/watch?v=eLIxarbDXuQ&list=PLz3D6SeXhT3tTu8rhZmjwDZpkKi-UPO1F
Numerai YT channel
https://www.youtube.com/@Numerai/featured
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MLST Discord: https://discord.gg/aNPkGUQtc5