Two Sigma’s Labs team recently performed an in-depth survey of the extensive literature on the Sharpe ratio and published its findings in a new Technical Report.
Two Sigma Data Clinic partnered with the New York Hall of Science to use visitor behavior data to improve an interactive exhibit.
In the machine learning research community, it is generally believed that there is a tension between memorization and generalization. This paper examines the extent to which this tension exists, by exploring whether it is possible to generalize by memorizing alone.
Two Sigma’s Co-Founder discusses algorithmic investing, self-driving cars, blockchain, education, and more.
We measure the Euclidean "distance" between today's markets and all other periods going back to 1990.
How much of a problem is school bullying in New York City? The answer depends on who (and how) you ask.
The Vera Institute of Justice and data scientists from Two Sigma Data Clinic explore why the jail populations of rural U.S. counties are disproportionately high.
In June 2015, the Environmental Defense Fund joined with the Two Sigma Data Clinic to use oil and gas well inspection data and to create a preliminary predictive model for violations.
Two Sigma researchers share highlights from NIPS 2017.
An overview of best practices derived from building a machine-learning based starter bot for Halite, Two Sigma's public artificial intelligence programming challenge.