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Your especially right about the noise in financial data. Nice thing about linear models (vs i.e. random forest, or even worse deep learning) is that they are li
by mellavora 5y ago
Your especially right about the noise in financial data. Nice thing about linear models (vs i.e. random forest, or even worse deep learning) is that they are limited in how they can overfit the noise. They only fit a known function to known regressors.
- xapata 5y agoAnd, even more important, they aren't susceptible to adversarial activity like a deep net could be.