Thursday, April 27th, 6:00 pm
To view a recording of this talk, follow this link: https://youtu.be/NYBWN6B-h0Y
In an era of big data where we love to "boil the ocean" with giant models with tons of parameters and gazillions of rows, we should take a little time to examine how we can do more with less, and have more (statistically) powerful insights in the process. Design and Analysis of Experiments allows us to use designed experiments to quickly gain insight over parameter importance and interactions, and learn more about how and why we should vary our parameters for more robust out of sample solutions.
PyData Chicago and The Chicago R User Group (CRUG) co-host this event. Roosevelt University will provide the meeting site. NumFocus will sponsor pizza and soft drinks for the onsite participants.
Brian Peterson is a Quant, Educator, Entrepreneur, and Open Source Advocate.
He is on the graduate faculty of Financial Engineering at the University of Illinois where he teaches about the design and analysis of automated trading systems. Brian is also an entrepreneur who manages multiple firms, mostly but not exclusively in the financial services arena where he works as a quantitative analyst. Brian is also the author or co-author of more than ten open source packages for using R in Finance, the long time co-administrator for the R language's participation in the annual Google Summer of Code open source program, and a founder and member of the committer for the annual R/Finance open source finance conference held at UIC in Chicago.