Boston QWAFAFEW Meeting: Tuesday, 20 Oct 2015 Scaling Financial Analytics and Forecasting with Apache Spark, Sri Krishnamurthy
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Next Boston QWAFAFEW Meeting: Tuesday, 20 Oct 2015
Time: 6:15 PM sharpe
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
RSVP to hugh@QWAFAFEW.org
Scaling Financial Analytics and Forecasting with Apache Spark
A QWAFAFEW discussion led by:
Since its debut in 2010, Apache Spark has become one of the most popular Big Data technologies in the Apache open source ecosystem. In addition to enabling processing of large data sets through its distributed computing architecture, Spark provides out-of-the-box support for machine learning, streaming and graph processing in a single framework. Spark has been supported by companies like Microsoft, Google, Amazon and IBM and in financial services, companies like Blackrock (http://bit.ly/1Q1DVJH ) and Bloomberg (http://bit.ly/1Q1CZVI ) have started to integrate Apache Spark into their tool chain and the interest is growing. Unlike other big-data technologies which require intensive programming using Java etc., Spark enables data scientists and Quants to work with a big-data technology using higher level languages like Python and R making it accessible to conduct experiments and for rapid prototyping.
In this talk, we will introduce Apache Spark and discuss the key features that differentiate Apache Spark from other technologies. We will provide examples on how Apache Spark can help scale analytics and discuss how the machine learning API could be used to solve large-scale machine learning problems using Spark’s distributed computing framework. Through examples, we will illustrate how Apache Spark can be used in the financial industry for applications such as clustering, regression, dimension reduction, processing large time-series datasets, monte-carlo simulations and computing risk metrics like VAR and CVAR.
Sri is the founder of www.QuantUniversity.com, a data and quantitative analysis company and the creator of the Analytics Certificate program (www.analyticscertificate.com). Sri has more than 15 years of experience in analytics, quantitative analysis, statistical modeling and designing large-scale applications. Prior to starting QuantUniversity, Sri has worked at Citigroup, Endeca, Mathworks and with more than 25 customers in the financial services and energy industries. He has trained more than 1000 students in quantitative methods, analytics and big data in the industry and at Babson College, Northeastern University and Hult International Business school. In 2016, QuantUniversity will be offering the Analytics Certificate Program in Boston to train the next generation of Quants enabling them to leverage data science and big data technologies to scale up analytics in the enterprise. Sri is a Chartered Financial Analyst and has been a mentor to students competing in the CFA Institute Research Challenge for five years. He can be reached at firstname.lastname@example.org
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As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee
Hugh Crowther (Treasurer)
Donna Cool Murphy (Dinners)
The members of the Steerage Committee are responsible for coordinating the program content.
Program suggestions from members are always welcome.
RSVP to: hugh@QWAFAFEW.org