Thursday, September 29, 2016 - 3:30pm to 4:30pm
Location:8102 Gates & Hillman Centers
Speaker:YARON MINSKY, Jane Street https://blogs.janestreet.com/author/yminsky/
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Trading in financial markets is a data-driven affair, and as such, it requires applications that can efficiently filter, transform and present data to users in real time.
But there's a difficult problem at the heart of building such applications: finding a way of expressing the necessary transformations of the data in a way that is simultaneously easy to understand and efficient to execute over large streams of data.
Yaron Minsky obtained his BA in mathematics from Princeton University and his PhD in Computer Science from Cornell University, focusing on distributed systems. In 2003, he joined Jane Street where he has worked in a number of areas, founding the quantitative research group and helping transition the firm to using OCaml, a statically typed functional programming langauge, as its primary development platform.
Facult Host: Jan Hoffmann