I’ve never been so happy sleeping so little. For five days this November, I taxed my mind and my laptop crunching through education policy data on the way to submitting an entry in the 2017 Data Open Championships, organized by Correlation One and Citadel. » Read More
Category Archives: Machine Learning
Winners of the 2017 Data Open Championship!
Monday is a dizzying mashup of adrenaline-tinted memories. Walking the floors of the New York Stock Exchange, watching old-time traders tell about the bullpen days. Sitting in the palatial elegance of the NYSE Board Room, listening to Ken Griffin share stories of teamwork, » Read More
Glimpses into the Quantitative Finance industry
Since winning the Correlation One / Citadel datathon in February, I’ve been fascinated by data science jobs in the Finance sector, and the idea of applying my strategic bidding research to equity markets where trading volumes are greater, physical constraints are looser, » Read More
Build Your Own Support Vector Machine
Support vector machines are the canonical example of the close ties between convex optimization and machine learning. Trained on a set of labeled data (i.e. this is a supervised learning algorithm) they are algorithmically simple and can scale well to large numbers of features or data samples, » Read More
Reflections on the Citadel/Correlation One Datathon
I had the opportunity to participate in a Datathon this Friday, organized by Correlation One for Citadel Asset Management (and Citadel Securities). It was an incredible 8-hour sprint of data science and statistics, and -though I can still hardly believe it- our team walked away with first place, » Read More