Check out my latest Airbnb blog post on how to prepare for moving from Academia to Data Science in industry.
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.