Really interesting conversation with Mark Kritzman for the CFA Institute Research Foundation podcast

Enjoy this episode of the Financial Thought Exchange Podcast with Mark Kritzman! In my view an underrated thinker, Mr. Kritzman discussed Relevance-Based Prediction with me. This is an alternative to machine Learning, the main strengths of which, Mr. Kritzman argues, are transparency, flexibility, and nonarbitrariness.

There are some interesting connections here to Claude Shannon’s information theory and the famous Mahalanobis’s distance measure that I found absolutely fascinating.

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