Category Archives: Uncategorized

Talk by Matthias Reisser

You are all cordially invited to the AMLab seminar at Tuesday June 21 at 16:00 in C3.163, where Matthias Reisser will give a talk titled “Distributed Bayesian Deep Learning”. Afterwards there are the usual drinks and snacks!

Abstract: I would like to give you an overview on what my PhD topic going to be about, as well as present my first project along with initial results: Although deep learning becomes more and more data efficient, it is still true that with more data, more complex models with better generalization capabilities can be trained. More data and bigger models require more computation, resulting in longer training times and slow experiment cycles. One valid approach to speed up computations is by distributing them across machines. At the same time, in the truly huge data regime, as well as for privacy reasons, data may not be accessible from any machine, requiring distributed computations. In a first project, we look at variational inference and a principled approach to distributed training of one joint model. I am looking forward to your opinion and will be grateful for any feedback. Although I am a QUVA member, every UVA-employee is welcome to attend, independent on whether you have signed the QUVA NDA.

Talk by Matthijs Snel

You are all cordially invited to the AMLab seminar at Tuesday May 31 at 16:00 in C3.163, where Matthijs Snel from Optiver will give a talk titled “An introduction to market making and data science at Optiver”. Afterwards there are the usual drinks and snacks!

AbstractOptiver is an electronic market maker with significant presence on equity and derivatives exchanges around the world. Our automated trading strategies operate as semi-autonomous agents, processing information and making multiple decisions in the blink of an eye. In this talk, I will explain some basic market making concepts, supported by real-world examples of market microstructure. I will also provide an overview of what kind of data and challenges our strategies and machine learning applications deal with.