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Hardik
How does a typical quant pipeline look like?
But, how does Machine Learning come into the picture?
CIFAR10 is an image classification dataset
"Understanding deep learning requires rethinking generalization" paper from Google Brain
Is there a way to solve this generalization problem?
So, what can we do here?
If you see a pattern in the dataset, it's more likely to be noise than signal
Model interpretability
Model accuracy improvement might not lead to better portfolio returns
Wait, why can't we directly optimize the utility function?
Reinforcement Learning is another option to directly optimize the utility function
Questions?