the only exception I make for "regime" based models in quant trading
most know how I feel about regime detection (I don't like it), but I'm making an exception for this one.
Topic
ML
A collection of 6 issues
Okay LASSO is meh, but what makes Ridge good?
what made me fell in love with ridge
Infinity or -4: Gambling With Ridge Regression
bet MORE.
It’s confirmed and *guaranteed*: Ridge Regression >> Tree Model
Source? It was revealed to me in a dream
When A Ridge Regression Maxi Meets Random Forest
Chief Ridge Officer strikes back
All my homies hate LASSO
I fell out of love with LASSO. it's not you it's me baby :(