Thursday, August 25, 2016

Back to school (sort of)

Classes started this week. I'm taking one formal lecture class (CS5750 - Cloud Computing) and one directed study (MA5500 - Topics in Financial Data Analysis). The first looks like it will be pretty easy (even the professor says so), but the system I support at work is slated to go that direction so I have to learn the stuff anyway. I might as well pick up 3 credit hours while I'm at it.

The latter is really just a cover for continuing my research. I'd like to publish a more "mathy" paper this year to follow the purely technical one from last spring (though, I still have a bit of work to do on that one, too). My thought is to prove some theorems explaining why the stratification algorithm is needed. Another offshoot might be a better prior distribution or maybe a family of priors based on assumptions about what's driving the heavy tail on the metrics. That last part might be a bit ambitious, but it never hurts to be looking for opportunities.

Speaking of opportunities, we finally got the Scalable Data Delivery project approved at work, so I'll be porting all our data to Hadoop. That gives me a really nice platform for running my algorithms. I spent all yesterday afternoon grinding out the budget for that effort, which meant I missed class. I should probably not make a habit of that going forward.

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