The primary question is this: do we truly have models that can predict future asset correlations.
The primary question is this: do we truly have models that can predict future asset correlations. In other words, are our assumptions about distribution of returns valid. Behavioral economics suggests that individuals react differently than mathematically predicted. Personally, I think the biggest problem with any ideal portfolio allocation tool are black swan events (Taleb).
Posted by jhulla on Nov 8, 2014, 1:06 AM
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Raise real-world problems, find people facing the same issue, and discuss solutions.9,000 issues0 comments
hackernews (Other)
Not sure what you suggest to do.
NewWhy is this not yet published on the official website and why is there no CVE?
NewThe biggest problem with having an LLM do this, from what I've observed of at least frontier models, is that the way they are trained...
The biggest problem with MOND is that it was hand-crafted with additional parameters simply to fit the data.
(My comment is about detached houses).
The biggest problem with this is that I can't run my company's own internal benchmarks against this API, because they will be trained int...
> steer Claude away from over-engineering parts of the system in response to hypothetical concerns.
Why is there no comparison with FLUX 3 Image?
The primary question is this: do we truly have models that can predict future asset correlations.
The primary question is this: do we truly have models that can predict future asset correlations. In other words, are our assumptions about distribution of returns valid. Behavioral economics suggests that individuals react differently than mathematically predicted. Personally, I think the biggest problem with any ideal portfolio allocation tool are black swan events (Taleb).
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