Speed and repeatability are crucial in machine learning, but the latter is not guaranteed in TensorFlow. A Two Sigma researcher demonstrates a workaround to attain repeatable results.
The author introduces REST services and details how to design a REST API that is easy and pleasant to use.
The Information Age has transformed and brought spectacular advances to a wide range of industries, from medicine to transportation and beyond. Investment management has been by some measures slower to evolve, but it, too, is changing.
The pricing of corporate credit can be succinctly understood via the credit-implied volatility (CIV) surface.
Pensions’ return forecasts appear inversely related to their funded ratios, potentially indicating a structural bias.
An analysis of public pensions’ asset allocations suggests that their forecasts may prove too optimistic.
An overview of Rademacher Averages, a fundamental concept from statistical learning theory that can be used to derive uniform sample-dependent bounds to the deviation of samples averages from their expectations.
Two Sigma researchers discuss notable advances in deep learning, optimization algorithms, Bayesian techniques, and time-series analysis presented at 2016's Conference on Neural Information Processing Systems (NIPS).
Given a large graph, the authors we aim at producing a concise lossy representation (a summary) that can be stored in main memory and used to approximately answer queries about the original graph much faster than by using the exact representation.
With the recent fall in correlations across asset classes, allocators may find diversification more beneficial for their portfolios.