Paper Proposes GMAD Loss to Replace RMSE for ML Trading Model Optimization
PtrPomorski · x · 2026-08-19
The post shares a paper, "Generalized Mean Absolute Directional Loss for Machine Learning Trading Models," suggesting that when optimizing parameters for ML trading models, this directional loss should be used instead of RMSE or plain directional accuracy, better aligning optimization with trading objectives.
More from Research
- Stanford's Surya Ganguli: From String Theory to Diffusion Models — ziv_ravid · 2026-08-19
- Designing Loops for Production-Grade Coding Agents: A Case Study — JosephJacks_ · 2026-08-19
- RadAgent demonstrates reasoning in medical AI — Michael_D_Moor · 2026-08-19
- Formal Mechanistic Interpretability: Automated Circuit Discovery with Provable Guarantees — CatAstro_Piyush · 2026-08-19
- New Blog Launch: On the Impossibility of Mitigating AI Jailbreaks — karen_ullrich · 2026-08-19
- Terence Tao essay explores goals of math research in the age of AI — neurovium · 2026-08-19