I wonder when they're going to tackle macroeconomic forecasting? It seems like a good candidate - a complex system with too many variables for analytical models to be very good, and indications that there are patterns and connections that we don't even understand theoretically yet, but which might be there in the data.
I guess for all we know, a sophisticated ML model like that might already exist in some hedge fund, but they'd be keeping quiet about it so they don't lose their edge.
I guess for all we know, a sophisticated ML model like that might already exist in some hedge fund, but they'd be keeping quiet about it so they don't lose their edge.