How can asset allocators quantify the effects of political risk on financial markets? A simple and tractable empirical approach.
Berkeley’s Professor David E. Culler discusses the future of data science, the “Berkeley view” of the field, and the biggest challenges for data scientists today.
A Jack Treynor Prize-winning paper co-authored by a Two Sigma researcher provides a convenient method for summarizing risk exposure in credit portfolios.
During the past five years, forecasters repeatedly have proffered overly optimistic forecasts for long-term growth and excessively pessimistic near-term forecasts
The authors investigate the interrelationships between macro-systems of governments and financial institutions by studying the dynamic propagation mechanisms of macroeconomic shocks.
Cook, Two Sigma’s open-source resource scheduler for compute clusters, uses preemption to achieve low latency and high throughput.
Sixty-five percent of respondents worry about the loss of G3 central bank credibility, defined as the ability of those banks to influence economic growth and market prices.
Data on highly skilled (H-1B) foreign workers suggests that wage pressure in the US may be coming from the bottom end of the distribution more than the top.
A Two Sigma research scientist provides an overview of some of the most interesting research presented at ICML 2016.
The authors lay out the fundamental concepts behind OCR--a new runtime system designed to meet the needs of extreme-scale computing--and compare OCR performance to that from MPI for two simple benchmarks.