Reimagining the Science of Prediction

September 14, 2022

Today's investors face daunting prediction challenges, and it is more critical than ever to blend intuition with data-driven rigor. Dr. Hossein Kazemi of the FDP Institute hosted a discussion with co-authors of the new book “Prediction Revisited”, David Turkington and Megan Czasonis. The focus of the discussion was on the building blocks of data-driven prediction from a fresh perspective whereby data represents “experiences” rather than variables, revealing the link between linear regression and information theory and how the concept of relevance leads to more intuitive and effective predictions.