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The Knowledge at Wharton Network Acast feed serves as a curated showcase highlighting the best content from our podcast collection. Each week, we feature one standout episode from each show in the Wharton Podcast Network, giving listeners a comprehensive sample of our diverse business and academic content. This rotating selection allows audiences to discover new shows within our network while experiencing the depth and variety of Wharton's thought leadership across different topics and forma ...
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This week Ryan and Jack discuss two editorials on machine learning and its impact and use within Research. The first paper is an Editorial by Rob Arnott, Cam Harvey, and Harry Markowitz discussing, in their opinion, proper protocols for research (back-testing) in the era of machine learning. The Second paper, summarized by Elisabetta, is by Joseph Simonian, Marcos Lopez de Prado, and Frank Fabozzi. In their paper, they discuss, at a high-level, how data science and machine learning can help research. Paper Links: A Backtesting Protocol in the Era of Machine Learning https://alphaarchitect.com/2018/12/17/protocol-to-prevent-quants-gone-wild/ Order from Chaos: Data Science is Revolutionizing Investment Practice https://alphaarchitect.com/2018/12/18/data-science-is-revolutionizing-investment-practice/
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