"Dimensionality Reduction Techniques for Finance"
David Epstein is a former Columbia professor, with over two decades of experience in data science, including database administration, data visualization, econometrics, and machine learning. During his career as an academic he worked with top institutions, including the World Bank, Federal Reserve, CIA, Supreme Court, and more. Since leaving academics, David has worked as a hedge fund analyst, specializing in foreign exchange options. In this capacity, he developed a number of novel statistical models to estimate the evolution of the implied volatility surface over time. Most recently, David worked as the Principal Data Scientist for Socure, a financial startup firm doing identity verification/fraud detection using social media data.
Monday Oct 3, 2016
6:30 PM - 8:00 PM EDT
October 4, 2016 at 6:30pm
Harborside 5, Suite 1620
185 Hudson Street
Jersey City, NJ 07311
Nicholas DeGrazio
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