Tag Archives: Finance

Funding safe AGI

Posted on 3 August, 2009 by Shane Legg

From time to time people contact me wanting to know what I think about whether they should donate money to SIAI.  My usual answer is something like, “I am not involved with what happens inside the organisation so I don’t … Continue reading →

Posted in Ideas | Tagged , , | 15 Comments

Prospect theory investors

Posted on 17 June, 2009 by Shane Legg

I recently completed a finance paper on the implications of prospect theory for portfolio choice and asset pricing. I worked on this with Prof. Enrico De Giorgi during my post doc at the Swiss Finance Institute. This post is meant … Continue reading →

Posted in My Research | Tagged , , | 5 Comments

SciPy – the embarrassing way to code

Posted on 6 May, 2008 by Shane Legg

I’ve programmed in many languages before, indeed I’ve spent at least a year working in Basic, C, C++, C#, java, assembler, modula-2, powerhouse and prolog.  One thing I’ve never done before is Matlab, well except a few basic exercises for … Continue reading →

Posted in Uncategorized | Tagged , , , | 49 Comments

Finance and the singularity

Posted on 4 May, 2008 by Shane Legg

I found Peter Thiel’s talk from the 2007 Singularity Summit interesting.  Are rapid technological changes a driving force behind some of the world’s financial turbalance?  Perhaps the dot-com bubble was a case of pre-singularity jitters?

Posted in Uncategorized | Tagged , | 4 Comments

Hedge funds in trouble… right?

Posted on 17 April, 2008 by Shane Legg

With the sub-prime meltdown and ensuing financial crisis, all the hedge funds are in deep trouble… right? Apparently not.

Posted in Uncategorized | Tagged , | 1 Comment

Financial simulation wisdom of the day

Posted on 27 March, 2008 by Shane Legg

When building simulations of rational agents trading in dynamic markets over extended periods of time, tell your optimiser to solve everything down to 1 part in 100 million. If you don’t, all those tiny little errors will start to interact … Continue reading →

Posted in Humor | Tagged | 4 Comments