Broadridge AI, Nyfix and the new data strategy for financial services

What does it really mean for future -proof financial data? That is the question in the heart of my conversation with George Rosenberger, general manager of Nyfix in Broadridge. George has spent his career through every corner of the capital markets, from trade agencies to broker’s dealers, and now in the software side where he […]

AI and data -driven production with Ida Ireland and Eli Lilly and Company

I wanted this conversation to do two things at the same time. First, the hype in real exercise. Secondly, it shows how a small country can beat well above its weight by connecting the industry, the academic world and the government with goal. With Chantelle Kiernan from Ida Ireland and Stephen Flannagan from Eli Lilly […]

Cryptocurrency payments for freelancers: a hand guide

The world of work is constantly evolving and with the rise of the digital age, freelancing has become a popular career path for many. As worldwide transactions occur more often, including the need for efficient and safe payment methods. Enter cryptocurrency. For freelancers, embracing cryptocurrency payments can unlock a new empire of opportunities, faster transactions, […]

Bayesian optimization for successive decisions with multi-arm bandits R-Bloggers

[This article was first published on R-posts.com, and kindly contributed to R-bloggers]. (You can report problems here about the content on this page) Do you want to share your content on R-bloggers? Click here if you have a blog, or here If you don’t. Become a member of our workshop entitled Bayesian optimization for successive […]

Clean R tests with `Local_Mocked_Bindings` and dependency packaging | R-Bloggers

[This article was first published on jakub::sobolewski, and kindly contributed to R-bloggers]. (You can report problems here about the content on this page) Do you want to share your content on R-bloggers? Click here if you have a blog, or here If you don’t. Testing functions that depend on external dependencies are difficult. Your tests […]

Combining each model with Garch (1.1) for Probabilistic stock forecast | R-Bloggers

In this blog post we will explore the combination of each model with Garch (1.1) for probabilistic stock forecast. With this approach we can record both the conditional average and the conditional variance of storage returns. We will demonstrate the implementation with the help of Python and the ahead package. Ref: https://en.wikipedia.org/wiki/autorgressive_conditional_heteroskedasticity See also: install.packages(“pak”) […]