Spring 2022 Computer Science 458

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Video of the Day

Winter Vivaldi's Four Seasons.

Lecture: 2/23/2022

Administrivia

  • Recorded lectures are in the Canvas media library.

  • Assignments

  • Building for the metaverse with AI on February 23rd at noon EST, which includes a presentation by Alborz Geramifard, our speaker on March 2nd. (See 1:04:00 - 1:18:00)

  • YBlockchain? Episode 006 [WEBINAR] Digital Money: From Cryptocurrency to Stablecoins to Central Bank Digital Currencies Tuesday March 1, 11am-12pm. (Note: also ESG book.)

  • Our speaker on Monday February 28th is John Niccolai from Citadel. He wanted you to have a copy of his 2016 talk pptx pdf as an introductory context. That way, he can focus on new stuff.
    Dr. John Niccolai is Chief Operating Officer of Global Fixed Income at Citadel.

    John joined Citadel in 2008 as a Quantitative Researcher and was then appointed Head of Quantitative Research for Global Fixed Income from 2011- June 2018. He was subsequently named Head of Portfolio Construction for Global Fixed Income before assuming his current role in May 2019.

    Prior to joining Citadel, he was a Vice President at JPMorgan Chase, where he was a member of the bank’s Proprietary Positioning Business. John previously worked as a Quantitative Modeler for interest rates in the Global Modeling and Analytics Group at Credit Suisse.

    John received a bachelor’s degree from Caltech and a master’s degree and PhD from Columbia University.

    After his talk, at 6pm, we will adjourn for dinner at Villa Lulu. Four students from the class may attend. Assuming that more than four students are interested, I will conduct a lottery in Wednesday's class to select the winners.

    Finance and the Stock Market: creating a security analyst

    See yfinance.html. This is also the topic of homework 2. Note: there is a new Merrill Lynch research portfolio holdings document from last Wednesday.

    Additional finance resources: (from Sumner):
    We at yale have a license for Mathematica which has a lot of financial data baked in including blockchain:

  • https://reference.wolfram.com/language/ref/FinancialData.html
  • https://reference.wolfram.com/language/guide/FinancialAndEconomicData.html

    Goal-based Decision Making: VOTE

    See Amazon Talk.pdf Goal-based Decision-Making: An Interpersonal Model. - continue with relationships

    See also Goal-based Decision Making. Stephen Slade. Hardcover: 304 pages. Publisher: Psychology Press (October 1, 1993). It is also available at the Yale Bookstore. Online copy through Yale library Online copy of thesis from which book was derived at Yale Library

    See Running VOTE on the zoo.

    Check out sarcastic-explanation

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