#105 - Dr. MICHAEL OLIVER [CSO - Numerai]

Machine Learning Street Talk (MLST)

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

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