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Combining Rules-based and AI Models to Combat Financial Fraud

January 19, 2021 by Sri Ghattamaneni, Ricardo Portilla and Nikhil Gupta in Engineering Blog
The financial services industry (FSI) is rushing towards transformational change, delivering transactional features and facilitating payments through new digital channels to remain competitive...

How to Extract Market Drivers at Scale Using Alternative Data

July 15, 2020 by Ricardo Portilla and Abraham Pabbathi in Platform Blog
Watch the on-demand webinar Alternative Data Analytics with Python for a demonstration of the solution discussed in this blog and/or download the following...

Scaling Financial Time Series Analysis Beyond PCs and Pandas: On-Demand Webinar, Slides and FAQ Now Available!

October 18, 2019 by Ricardo Portilla, Junta Nakai and Navin Albert in Engineering Blog
On Oct 9th, 2019, we hosted a live webinar — Scaling Financial Time Series Analysis Beyond PCs and Pandas — with Junta Nakai...

Democratizing Financial Time Series Analysis with Databricks

October 8, 2019 by Ricardo Portilla in Engineering Blog
Try this notebook in Databricks Introduction The role of data scientists, data engineers, and analysts at financial institutions includes (but is not limited...

Understanding Dynamic Time Warping

April 30, 2019 by Ricardo Portilla and Brenner Heintz in Engineering Blog
Try this notebook in Databricks This blog is part 1 of our two-part series Using Dynamic Time Warping and MLflow to Detect Sales...

Using Dynamic Time Warping and MLflow to Detect Sales Trends

April 29, 2019 by Ricardo Portilla and Brenner Heintz in Platform Blog
Try this notebook series (in DBC format) in Databricks This blog is part 2 of our two-part series Using Dynamic Time Warping and...