ENTRIES TAGGED "time series"

The re-emergence of time-series

Researchers begin to scale up pattern recognition, machine-learning, and data management tools.

My first job after leaving academia was as a quant 1 for a hedge fund, where I performed (what are now referred to as) data science tasks on financial time-series. I primarily used techniques from probability & statistics, econometrics, and optimization, with occasional forays into machine-learning (clustering, classification, anomalies). More recently, I’ve been closely following the emergence of…
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