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Such an article, if written in English, would get laughed at so hard by the blogosphere the authors would be shamed into doing a bit more research on Wikipedia next time before claiming a fully automated AI system is "the first of its kind." This guy's main competitive advantage is in pitching to non-English speaking Danes who don't have a clue what's ...


The simplest way is to transform your dependent variable from returns into rank-space and then use ordinary least squares regression. A more complex technique would involve setting up an optimization problem where you maximize the spearman correlation between your vector of predictions and actuals. More explicitly, the objective function in the optimizer ...

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