Calling AI’s bluff

Artificial Intelligence is enjoying one of its (regular) ‘peak of inflated expectations’ from Gartner’s well known hype cycle. Examples of ‘Mass media hype’ are: Machine intellectual superiority: “AlphaGo Zero: Google DeepMind supercomputer learns 3,000 years of human knowledge in 40 days”, “AI made this painting”: artificial intelligence is also driving cars, making money, exploring oceans … andContinue reading “Calling AI’s bluff”

Why Financial Time Series LSTM Prediction fails

and when it might just work. After the Writing like Cervantes appetizer, where a LSTM neural network ‘learnt’ to write in Spanish in under a couple of hours (an impressive result, at least for me), I applied the same technique to Finance. This is what I learnt: View in Colaboratory (the notebook with the code) Time Series predictionContinue reading “Why Financial Time Series LSTM Prediction fails”