Two Sigma researchers highlight several papers from ICML 2018 that they found particularly novel, practical, or otherwise compelling.
Two Sigma researchers provide an overview of some of the most interesting lectures and sessions at JSM 2018, and highlight some of the most important challenges statisticians face going forward.
An interview with Andy Pavlo, an assistant professor of databaseology in the Computer Science Department at CMU to discuss his current research and outlook on the future of database management.
MiSoSouP is a suite of algorithms for extracting high-quality approximations of the most interesting subgroups, according to different interestingness measures, from a random sample of a transactional dataset.
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.