Spring 2022 Computer Science 458

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Video of the Day

Winter Vivaldi's Four Seasons.

Lecture: 2/28/2022

Administrivia

  • Recorded lectures are in the Canvas media library.

  • Assignments Paper is assigned today. Note revisions.

    Wednesday's lecture is by Alborz Geramifard, from Meta, over zoom https://yale.zoom.us/j/92523661034. We will NOT be in the classroom. It will NOT be recorded. Alborz will be talking about conversational AI. As background, Alborz recommends this video by Jatin Chaudhary from Cisco.

  • Our speaker today is John Niccolai from Citadel. Here is today's PowerPoint presentation.
    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. Winners of the student dinner lottery:

    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 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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