At the “Risk 2026” conference organized by the R consortium, I will be presenting “Lightweight Transfer Learning for Financial Forecasting Using Quasi-Randomized Networks”:

https://rconsortium.github.io/Risk_website/Abstracts.html#lightweight-transfer-learning-for-financial-forecasting-using-quasi-randomized-networks

*small typo in the abstract (my mistake): “architectural priors” would work here too, in the Bayesian context of https://thierrymoudiki.github.io/blog/2025/07/01/r/python/ridge2-bayesian, but so far, it’s not Bayesian, and it’s about optimizing hyperparameters not priors.

My previous posts on the same subjet were:

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