My phd paper is finally published, and Bayes is still the word!

It took almost half a decade and I must confess I don’t really remember much of what was written, but one of my phd papers is finally in print. The context of derivative pricing is no longer really very relevant to me. But satisfyingly, I found the Bayesian principles and regularisation methods very applicable and powerful in the trading algorithms I previously worked on. And even today at Airbnb, manage to use the ideas in our machine learning models.

jcfpaper

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s