shokru/mlfactor.github.io

Possible typos in chapters 10, 11, 12

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  • chapter 10:

    • 10.1.1 Regression analysis
      "Hence, the error is expressed in a percentage score and the averages are simply equal to:
      where the latter can be scaled by a square root if need be."
      The expression is missing after "to:" and before "where"
    • 10.2.1
      "Given an unknown sample x, the decomposition of the average squared error is"
      the expression for the decomposition is missing
    • 10.2.4
      "to prevent the model from going to deep"
      -> "to prevent the model from going too deep"
    • 10.3
      "critical to choose each trial for b wisely."
      -> p instead of b?
    • 10.3 In (10.11), and just before, shouldn't it be p^{(m+1)} instead of p^{m+1}?
      Similarly in step 2b, 2c and 3?
  • chapter 11:

    • 11.1 "where while the second term converges to zero as M increases, the second term remains ... "
      -> "... the first term remains ..."
    • 11.1 "constraint in the construction mean-variance allocations."
      -> "... in the construction of mean-variance allocations." ?
  • chapter 12:

    • 12.2
      "The term $(w-w_{-}) \Lambda (w-w_{-})$ is an expression that characterizes ..."
      -> The transpose is missing for the first term $(w-w_{-})' \Lambda (w-w_{-})$
    • The transpose is also missing in the expression of the Lagrangian (just after "Recalling that there are $N$ assets ...")
    • 12.2 The expression of the Lagrangian is overflowing
      (just after "Recalling that there are $N$ assets ...")
    • 12.3.2
      There is an extra "=" in the geometric average $\tilde{\mu}_B$
      (just after "above but the geometric one is also an option, in which case:")
    • 12.4
      Some text/equations are missing just after:
      "is the theoretical average maximum SR. Moreover,"
      and before:
      "If t defined above is below a certain threshold ..."
    • 12.5
      The reference was not processed correctly in "In factor investing, there does not seem to be such invariance (see \cite(cornell2020stock))."
      I.e. "\cite" appears in the text.

Thanks a lot! (again!).
I think I was able to solve everything, except the overflowing, which is not a super big deal.
I'm getting more and more confident that the revised version of the book will almost be typo-free!