no code implementations • 7 Sep 2021 • Shinan Liu, Francesco Bronzino, Paul Schmitt, Arjun Nitin Bhagoji, Nick Feamster, Hector Garcia Crespo, Timothy Coyle, Brian Ward
We then show that frequent model retraining with newly available data is not sufficient to mitigate concept drift, and can even degrade model accuracy further.
no code implementations • 29 Jun 2019 • Tim Leung, Brian Ward
We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index.