AFAIK neural networks are best for modelling a function of some parameters. In contrast regime detection in financial systems prefer Gradient-Boosted Trees, Random Forests and markov chains. Autoregressive models such as ARMA, ARIMA and GARCH utilise regression, while game regression tests favour reinforcement learning techniques.
lukemtesta t1_j6pf223 wrote
Reply to [D] Have researchers given up on traditional machine learning methods? by fujidaiti
AFAIK neural networks are best for modelling a function of some parameters. In contrast regime detection in financial systems prefer Gradient-Boosted Trees, Random Forests and markov chains. Autoregressive models such as ARMA, ARIMA and GARCH utilise regression, while game regression tests favour reinforcement learning techniques.
It depends on the application basically.