Probabilistic Machine Learning for Finance and Investing

Index

Symbols

• 1/N heuristic, Modern Portfolio Theory
• α (expected stock-specific return), Single-Factor Market Model for Equities
  • code for estimating, Simple Linear Regression with Statsmodels-Simple Linear Regression with Statsmodels
    • confidence intervals, Confidence Intervals for Alpha and Beta
• β (systemic risk exposure), Single-Factor Market Model for Equities
  • code for estimating, Simple Linear Regression with Statsmodels-Simple Linear Regression with Statsmodels
    • confidence intervals, Confidence Intervals for Alpha and Beta
• ε (unexpected stock-specific return), Single-Factor Market Model for Equities

A

• AI
  • AI systems based on models, The Need for Probabilistic Machine Learning
  • dangers of conventional AI, The Dangers of Conventional AI Systems
    • causal relationship ignorance, The Dangers of Conventional AI Systems, AI Systems: A Dangerous Lack of Common Sense
    • common sense lacking, The Dangers of Conventional AI Systems, AI Systems: A Dangerous Lack of Common Sense-AI Systems: A Dangerous Lack of Common Sense
    • maximum likelihood estimation use, The Dangers of Conventional AI Systems, Why MLE Models Fail in Finance-A Probabilistic Model for Earnings Expectations
    • MLE model for earnings expectations, An MLE Model for Earnings Expectations-An MLE Model for Earnings Expectations
    • probabilistic model for earnings expectations, A Probabilistic Model for Earnings Expectations-A Probabilistic Model for Earnings Expectations
    • spurious correlations, AI Systems: A Dangerous Lack of Common Sense
  • description of AI,