Tuesday Talk abstract: From PhD to life: using science to get a job in data

Saturday Talk abstract: New uses for old tools: an introduction to mathematical programming

The concepts and methods of mathematical programming underlie many machine learning algorithms, and yet remain relatively unknown outside the operational research community. After a brief overview of optimisation theory, we will introduce the standard-form linear and quadratic programmes. We will then formulate the well-known linear regression problem (and the lesser-known robust regression problem) as mathematical programmess, and present algorithms to solve them. Whilst the techniques we will cover are completely general, we will conclude with some applications from financial planning and portfolio management. No previous knowledge of mathematical programming is required, but please note that this talk contains formulae (and Python code).

Bio: Gianluca is Senior Machine Learning Researcher at Longshot Systems, where he develops novel analytical methods for the sports betting industry. He was previously based at Imperial College London, where he currently holds an honorary Research Assistant position. Gianluca is also the founder and director of Estimand, through which he provides consulting and training services in Statistics, Machine Learning, and Data Science.