Financial Leveraged-Loan Downgrades Spike, Collateralized Loan Obligations Get Cold Feet, Selloff in B-Rated Loans Ensues |
- Leveraged-Loan Downgrades Spike, Collateralized Loan Obligations Get Cold Feet, Selloff in B-Rated Loans Ensues
- My Regime Shift Machine Learning Model Predicts a 10%-20% drop in the NZX 50
- Goldman Profit Drops 26% as Deals Slow, Tech-Stocks Struggle
| Posted: 04 Nov 2019 11:43 PM PST
 | ||
| My Regime Shift Machine Learning Model Predicts a 10%-20% drop in the NZX 50 Posted: 04 Nov 2019 09:25 PM PST I have been applying ML to finance for 8+ years. I just want to leave this here for a "mark my words". I have predicted 8/10 regime shifts in the last 2 years - out of sample. In sample accuracy is about 78/90. As a point estimate, I predict that the NZX 50 will be 15% lower one year from now. This model is currently in use at one of NZ's top institutions. I won't respond to comments. [link] [comments]  | ||
| Goldman Profit Drops 26% as Deals Slow, Tech-Stocks Struggle Posted: 15 Oct 2019 09:55 AM PDT
 |
| You are subscribed to email updates from Financial news and views. To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google, 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States | |
No comments:
Post a Comment