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Finding Signal in the Noise: Machine Learning and the Markets (Jane Street)


Listen in on Jane Street’s Ron Minsky as he has conversations with engineers working on everything from clock synchronization to reliable multicast, build systems to reconfigurable hardware. Get a peek at how Jane Street approaches problems, and how those ideas relate to tech more broadly.

They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks. So I had a very strange blend of biology, organic chemistry, and advanced math classes in my freshman year of college and for various reasons that are probably not that interesting to go into, I realized that medical school was not going to be a great fit for me and I had a bit of an identity crisis where I tried to figure out what I wanted to do.

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