[wuj]

Time series data are inherently context sensitive, unlike natural languages which follow predictable grammar patterns. The patterns in time series data vary based on context. For example, flight data often show seasonal trends, while electric signals depend on the type of sensor used. There's also data that appear random, like stock data, though firms like Rentech manage to consistently find unlerlying alphas. Training a multivariate time series data would be challenging, but I don't see why not for specific applications.

[Xcelerate]

Is Rentech the only group that genuinely manages to predict stock price? Seems like the very observation that it’s still possible would be enough motivation for other groups to catch up over such a long period.

Also, the first realistic approximation of Solomonoff induction we achieve is going to be interesting because it will destroy the stock market.

[belter]

Rentech does not seem to be able to predict the stock market for their customers...

"Jim Simons' Renaissance Technologies suffers $11 billion of client withdrawals in 7 months" - https://markets.businessinsider.com/news/stocks/jim-simons-r...

[amelius]

Maybe that would be a good thing. I wouldn't mourn the destruction of the stock market as it's just a giant wealth-gap increasing casino. Trading has nothing to do with underlying value.

[icapybara]

Agreed, if stock prices were predictable by some technical means, they would be quickly driven to unpredictability by people trading on those technical indicators.