Financial Applications of Machine Learning


Basic Reasons To Try

While one may be unlikely to find any massively compelling off-the-shelf ML technique for making returns that exceed one's benchmark, there are good reasons to try.

Fancier Reasons to Try

One can put the shoe on the other foot. Markets appear to be entities that learn. This has been formalizes (its still pretty informal!) by Andy Lo's Adaptive Market Hypothesis.

Hey, We've Already Done Some Trying!