Scaling Financial Time Series Analysis Beyond PCs and Pandas: On-Demand Webinar, Slides and FAQ Now Available!
On Oct 9th, 2019, we hosted a live webinar —Scaling Financial Time Series Analysis Beyond PCs and Pandas — with Junta Nakai, Industry Leader Financial Services at Databricks, and Ricardo Portilla, Solution Architect at Databricks. This was a live webinar showcasing the content in this blog- Democratizing Financial Time Series Analysis with Databricks. Please find...
Democratizing Financial Time Series Analysis with Databricks
Introduction The role of data scientists, data engineers, and analysts at financial institutions includes (but is not limited to) protecting hundreds of billions of dollars worth of assets and protecting investors from trillion-dollar impacts, say from a flash crash. One of the biggest technical challenges underlying these problems is scaling time series manipulation. Tick data,...
Understanding Dynamic Time Warping
This blog is part 1 of our two-part series Using Dynamic Time Warping and MLflow to Detect Sales Trends. To go to part 2, go to Using Dynamic Time Warping and MLflow to Detect Sales Trends. The phrase “dynamic time warping,” at first read, might evoke images of Marty McFly driving his DeLorean at 88...
Using Dynamic Time Warping and MLflow to Detect Sales Trends
This blog is part 2 of our two-part series Using Dynamic Time Warping and MLflow to Detect Sales Trends. The phrase “dynamic time warping,” at first read, might evoke images of Marty McFly driving his DeLorean at 88 MPH in the Back to the Future series. Alas, dynamic time warping does not involve time travel; instead, it’s...
