ABSTRACT:

Under the veil of secrecy modern financial markets are heavily governed by algorithms and engineering that move information around the globe and extract predictive power from it. In this, hopefully interactive, q&a session, the speaker will peak into this world where seemingly simple questions such as “what is a price?” reveal tremendous complexity that binds physics, networking, machine learning, and nearly all modern engineering has to offer, but surprisingly little “finance.”

BIO:

 Darko Kirovski got his PhD in VLSI CAD from UCLA at times when the CS dept was in a far less fabulous building. Since then he has spent 11 years at Microsoft Research splitting his time there in the crypto and machine learning teams doing mostly systems research. The last 11 years he has had as much fun as any human in research has ever had at Jump Trading’s jcs group, one of the biggest market makers on the planet. Interestingly, for more than a decade the group has been running probably the largest machine learning operation in the world unbeknownst to most.

 Hosted by Professor Jason Cong