Bradford (Lynch) Levy

Ever think it is odd that the most widely used representation of financial markets is OHLCV bars? We did. In a new paper, Towards Financial World Modeling, we lay the foundations for building a world model of financial markets: data, evals, and state-of-the-art encoders.

Super excited for the winners of the first round of Explaining Markets! For years, SOTA on this task was 5-10% R-sq (in-sample). In just one quarter, competitors used a variety of models and techniques lifting it to more than 25% (out-of-sample!!!).

A huge thank you to everyone who created the ~200 agents that participated. I can't wait to see what Q4 2026 brings.

I’m excited to announce the Workshop on World Models at Chicago Booth! @ylecun and @Diyi_Yang are confirmed keynotes, with more coming soon!
- Aug. 31 - Sept. 2
- Downton Chicago, on the river
- Call for Papers (due June 29 AOE) and details: wm-booth.org

Thrilled to share that our paper BeanCounter: A low-toxicity, large-scale, and open dataset of business-oriented text was accepted at NeurIPS 2024! Check out the highlights or the full paper on Arxiv: arxiv.org/abs/2409.17827 Data and code coming to 🤗 Hub and GitHub soon. #AI #ML

Great thread by industry veteran @TylerGellasch breaking down the major updates to Rule 605 which were adopted today!