Dear Colleagues,This is a reminder that the June webinar hosted by Section on Statistical Learning and Data Science will be held this Thursday June 30, 2022. This is still time to register. Hope to meet you in the webinar!
Title: Production Data Science in Industry: Computational Methods and Opportunities
Speakers: Dr. Sergiy Nesterko, VP, Data Science at Fidelity Investments
Date and Time: June 30, 2022, 2:00 to 3:30 pm Eastern Time
Registration Link: ASA SLDS Webinar Registration Link [eventbrite.com]
Abstract: Production data science in investment management is an impactful field where our models interact with capital markets. In this talk, we provide a definition of "production" for data science models, and introduce computational reproducibility and replicability as key considerations that inform production decisions. We describe a representation of model computational workflow using a Directed Acyclic Graph (DAG) that can be used to navigate and research reproducibility and replicability. We also provide a view into how available low-code modeling tools enter these considerations via an example of Markov Chain Monte Carlo (MCMC) implemented for a model used in finance. Finally, we conclude by introducing open research opportunities in the area of increasing automation in data and model selection in production.Presenter: Dr. Sergiy Nesterko works as VP, Data Science leading a team focusing on fixed income within the AI Investment Management and Planning center of excellence at Fidelity Investments. Sergiy received his PhD in Statistics from Harvard University in 2012. He is a career data scientist, having worked in data science consulting before his current role at Fidelity. Sergiy is a trained Statistician, with open research interests in graph-based methods, model selection, and robust decision theory. After work, Sergiy enjoys spending time outdoors walking or skiing, and with his baby daughter.