It's an idea I've been thinking about for a long while, and over the last few months I finally carved out some time to put down some initial results in a paper. The central idea is to use the fact that a form of entropy can be defined for any probability distribution, and when fitting models to data we should...
Data Science - Quant Analysis - Research
Barnaby Rowe's home page
This website seeks to record my research and professional interests. There is information regarding my former life as a researcher in astrophysics, and hints of more recent work, all of which I fit around being a quantitative analyst for Fidelity International.
I recently completed a first version of a paper entitled Residual Entropy, about how I think it might be possible to improve model fitting by considering the entropy of distributions of residuals in the loss function...