Posts tagged with the "probabilisitic inference" tag

Feeling Lucky? The Prequel (aka the Back Testing Problem)

Feeling Lucky? The Prequel (aka the Back Testing Problem)

September 20, 2009 | 1 Comment A couple of years ago, I took the 14-hour Qantas flight from Los Angeles to Sydney and back. For a slow reader like me, 14 hours is the perfect time to polish off a book from cover to cover. On the way to Sydney I read Thomas Schelling's Micromotives and Macrobehavior. …Read More