SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
ISayMoo
Topic Author
Posts: 2366
Joined: September 30th, 2015, 8:30 pm

The worst ML paper with physics application I have ever seen

July 24th, 2020, 9:48 am

https://arxiv.org/abs/2007.01420

They don't even know about sparse matrix diagonalisation!
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

July 26th, 2020, 12:43 pm

https://arxiv.org/abs/2007.01420

They don't even know about sparse matrix diagonalisation!
ARPACK? 

That article is a train wreck, it's excruciating to read and I don't know what their problem is, let alone their solution.

Anti-pattern: Mr. Miyagi say too many co-authors destroy meal; n persons ==> n(n-1)/2 communication paths. I hope their software is not like that.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
ISayMoo
Topic Author
Posts: 2366
Joined: September 30th, 2015, 8:30 pm

Re: The worst ML paper with physics application I have ever seen

July 26th, 2020, 6:35 pm

 
User avatar
katastrofa
Posts: 9580
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The worst ML paper with physics application I have ever seen

July 26th, 2020, 7:32 pm

Exact solution by Onsager 1944.
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

July 27th, 2020, 11:20 am

Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
katastrofa
Posts: 9580
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The worst ML paper with physics application I have ever seen

August 7th, 2020, 11:50 pm

Have you heard about deep neural networks for data augmentation? I've made one for you!
F0F58084-6FF7-4F70-9A22-48A2E0B51F77.jpeg
 
User avatar
bearish
Posts: 5796
Joined: February 3rd, 2011, 2:19 pm

Re: The worst ML paper with physics application I have ever seen

August 8th, 2020, 8:08 pm

Is that von Neumann’s elephant?
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

August 8th, 2020, 8:48 pm

Image
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

August 8th, 2020, 8:58 pm

We need more plumbers (the day after I presented 1st edition of my C++ book)

Image
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
katastrofa
Posts: 9580
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The worst ML paper with physics application I have ever seen

August 9th, 2020, 1:35 am

Nice hat!

I've never been good at drawing Neumann's elephants - instead of arts classes, they taught me to shot and throw grenades instead. Not so good at plumbing either :-(
I think what is crucial about the elephant is whether he or she is a pattern or just a fluke - or, to put it differently, am I looking at the elephant from the ant's or the grand scheme of things' perspective. All the deep stuff and we're back to square 1.
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

August 9th, 2020, 9:42 am

You forgot the made-to-measure Scots tweed suit (from West End Tailors, Amsterdam).
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
katastrofa
Posts: 9580
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The worst ML paper with physics application I have ever seen

August 9th, 2020, 8:11 pm

Are you really Irish? You have an American accent and... do you pluck your eyebrows??
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

August 10th, 2020, 9:50 am

Our family came from Scotland but we changed the name to make it sound more Irish.
And my dad was American Irish.
Junior is my barber.He's learning his trade. And a fully qualified cabinet maker and composer.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
katastrofa
Posts: 9580
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: The worst ML paper with physics application I have ever seen

August 10th, 2020, 1:17 pm

Tinker, tailor, soldier, spy.
 
User avatar
Cuchulainn
Posts: 62901
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: The worst ML paper with physics application I have ever seen

August 10th, 2020, 3:54 pm

One for the money
Two for the show
Three to get ready
And four to go.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On