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Publication Name: The Practical Quant

Brief description: Musings on Quantitative Finance

Publication URL: http://practicalquant.blogspot.com/

RSS Feed: link

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Owner Name: Ben Lorica

Joined: January 22nd, 2012

Activity

The Practical Quant wrote a new blog post titled Practical applications of reinforcement learning in industry

[A version of this post appears on the O'Reilly Radar.]An overview of commercial and industrial applications of reinforcement learning.The flurry of headlines surrounding AlphaGo Zero (the most recent version of DeepMind’s AI system for playing Go) means interest in reinforcement learning (RL) is bound to increase. Next to deep learning, RL is among the most followed topics in AI. For most companies, RL is something to investigate and evaluate but few organizations have identified use cases where RL may play a role. As we enter 2018, I want to briefly describe areas where RL has been...
(13 hours ago)

The Practical Quant wrote a new blog post titled Machine learning at Spotify: You are what you stream

[A version of this post appears on the O'Reilly Radar.]The O’Reilly Data Show Podcast: Christine Hung on using data to drive digital transformation and recommenders that increase user engagement.In this episode of the Data Show, I spoke with Christine Hung, head of data solutions at Spotify. Prior to joining Spotify, she led data teams at the NY Times and at Apple (iTunes). Having led teams at three different companies, I wanted to hear her thoughts on digital transformation, and I wanted to know how she approaches the challenge of building, managing, and nurturing data teams.I also wanted to...
(8 days ago)

The Practical Quant wrote a new blog post titled The current state of Apache Kafka

[A version of this post appears on the O'Reilly Radar.]The O’Reilly Data Show Podcast: Neha Narkhede on data integration, microservices, and Kafka’s roadmap.In this episode of the Data Show, I spoke with Neha Narkhede, co-founder and CTO of Confluent. As I noted in a recent post on “The Age of Machine Learning,” data integration and data enrichment are non-trivial and ongoing challenges for most companies. Getting data ready for analytics—including machine learning—remains an area of focus for most companies. It turns out, “data lakes” have become staging grounds for data; more refinement...
(23 days ago)

About:

I am a Senior Researcher in the Market Research Group at O'Reilly Media, Inc., founder of Verisi Data Studio, and an advisor to Yakit. I have applied Business Intelligence, Data Mining and Statistical Analysis in a variety of domains including Financial Engineering, Direct Marketing, Consumer and Market Research, Targeted Advertising, and Text Mining. My background includes stints with an investment management company, internet startups, and financial services. At O'Reilly, I work on custom research and consulting projects, involving all aspects of data intelligence: data acquisition, data transformation and management, analytics, and visualization. In the process, I help companies understand developments in a wide-range of emerging technology topics, including social media, (mobile) application platforms, big data and analytics, and frugal innovation. I remain interested in Quantitative Finance and my musings can be found on my blog The Practical Quant.

An ex-academic, I was an Assistant Professor at U.C. Davis and was the founding Department Chair for Statistics and Mathematics at C.S.U. Monterey Bay. I have been a visiting member of the Mathematical Sciences Research Institute in Berkeley and have taught at U.C. Santa Barbara and the University of the Philippines. I enjoy writing and have written and published on topics ranging from Applied Mathematics and Statistics, Finance, Marketing Research, and Technology.