Access Numerai here: http://numer.ai/mlst




Michael Oliver is the Chief Scientist at Numerai, a hedge fund that crowdsources machine learning models from data scientists. He has a PhD in Computational Neuroscience from UC Berkeley and was a postdoctoral researcher at the Allen Institute for Brain Science before joining Numerai in 2020. He is also the host of Numerai Quant Club, a YouTube series where he discusses Numerai’s research, data and challenges.




YT version: https://youtu.be/61s8lLU7sFg




TOC:


[00:00:00] Introduction to Michael and Numerai


[00:02:03] Understanding / new Bing


[00:22:47] Quant vs Neuroscience


[00:36:43] Role of language in cognition and planning, and subjective... 


[00:45:47] Boundaries in finance modelling


[00:48:00] Numerai


[00:57:37] Aggregation systems


[01:00:52] Getting started on Numeral


[01:03:21] What models are people using


[01:04:23] Numerai Problem Setup


[01:05:49] Regimes in financial data and quant talk


[01:11:18] Esoteric approaches used on Numeral?


[01:13:59]  Curse of dimensionality


[01:16:32] Metrics


[01:19:10] Outro




References:




Growing Neural Cellular Automata (Alexander Mordvintsev)


https://distill.pub/2020/growing-ca/




A Thousand Brains: A New Theory of Intelligence (Jeff Hawkins)


https://www.amazon.fr/Thousand-Brains-New-Theory-Intelligence/dp/1541675819




Perceptual Neuroscience: The Cerebral Cortex (Vernon B. Mountcastle)


https://www.amazon.ca/Perceptual-Neuroscience-Cerebral-Vernon-Mountcastle/dp/0674661885




Numerai Quant Club with Michael Oliver


https://www.youtube.com/watch?v=eLIxarbDXuQ&list=PLz3D6SeXhT3tTu8rhZmjwDZpkKi-UPO1F




Numerai YT channel


https://www.youtube.com/@Numerai/featured




Support us! https://www.patreon.com/mlst 


MLST Discord: https://discord.gg/aNPkGUQtc5