Speaker: Gary Kazantsev (Head of Quant Technology Strategy in the Office of the CTO at Bloomberg)

 

Date/Time: Friday, October 15, 2021 10:00AM-11:00AM EST

 

Title: Machine Learning in Finance

Abstract: Machine learning is changing our world at an accelerating pace. In this talk we will discuss the recent developments in how machine learning and artificial intelligence are changing finance, from a perspective of a technology company which is a key  participant in the financial markets. We will give an overview and discuss the evolution of selected flagship Bloomberg ML and AI projects, such as sentiment analysis, question answering, social media analysis, information extraction and prediction of market impact of news stories. We will discuss practical issues in delivering production machine learning solutions to problems of finance, highlighting issues such as interpretability, privacy and nonstationarity. We will also discuss current research directions in machine learning for finance. We will conclude with a Q&A session.

Bio: (https://www.techatbloomberg.com/people/gary-kazantsev/) Gary is the Head of Quant Technology Strategy in the Office of the CTO at Bloomberg. Prior to taking on this role, he created and headed the company's Machine Learning Engineering group, leading projects at the intersection of computational linguistics, machine learning and finance, such as sentiment analysis of financial news, market impact indicators, statistical text classification, social media analytics, question answering, and predictive modeling of financial markets.

Prior to joining Bloomberg in 2007, Gary had earned degrees in physics, mathematics, and computer science from Boston University.

He is engaged in advisory roles with FinTech and Machine Learning startups and has worked at a variety of technology and academic organizations over the last 20 years. In addition to speaking regularly at industry and academic events around the globe, he is a member of the KDD Data Science + Journalism workshop program committee and the advisory board for the AI & Data Science in Trading conference series. He is also a co-organizer of the annual Machine Learning in Finance conference at Columbia University.


Join Zoom Meetinghttps://stonybrook.zoom.us/j/93374426887?pwd=cE9zeW51VXFEN2R0YnNPbHF1WFp0Zz09Meeting ID: 933 7442 6887Passcode: 330347One tap mobile+16468769923,,93374426887# US (New York)+13126266799,,93374426887# US (Chicago)Dial by your location +1 646 876 9923 US (New York) +1 312 626 6799 US (Chicago) +1 301 715 8592 US (Washington DC) +1 346 248 7799 US (Houston) +1 408 638 0968 US (San Jose) +1 669 900 6833 US (San Jose) +1 253 215 8782 US (Tacoma)Meeting ID: 933 7442 6887

Over the past decade, Artificial Intelligence (AI) has made stunning advances, from mastering language to solving the structure of proteins. These breakthroughs arise from more than forty years of work in neural networks, where ideas from neuroscience have inspired solutions in AI. In this lecture, Anthony Zador, MD, PhD, will explore how reverse engineering the brain's computations has driven progress in both fields, and how this back-and-forth between neuroscience and AI is set to grow even stronger -- with brain-inspired designs driving new AI advances while AI tools transform our understanding of how the brain works.

Speaker:
Dr. Zador works at the intersection of neuroscience and artificial intelligence. He is the Alle Davis Harris Professor of Biology at Cold Spring Harbor Laboratory, where he served as Chair of Neuroscience. He was named one of Foreign Policy's 100 Leading Global Thinkers and is a recipient of the Brain Research Foundation Fellowship, the Gill Symposium Transformative Investigator Award, and the Allen Distinguished Investigator Award.

Watch online at stonybrook.edu/live
Le Hou Dissertation Defense: Deep Learning for Digital Histopathology across Multiple Scales

ABSTRACT: Histopathology is the study of tissue changes caused by diseases such as cancer. It plays a crucial role in disease diagnosis, survival analysis and development of new treatments. Using computer vision techniques, I focus on multiple tasks for automated analysis in digital histopathology images, which are challenging because histopathology images are heterogeneous and complex, due to the large variation of hundreds of cancer types in gigapixel resolution. In this thesis, I show how histopathology image analysis tasks can be viewed in three scales: Whole Slide Image (WSI)-level, patch-level and cellular-level, and present my contributions in each resolution level.

BIO: WSI-level analysis such as classifying WSIs into cancer types is challenging, because conventional classification methods such as off-the-shelf deep learning models cannot be applied directly on gigapixel WSIs due to computational limitations. I contribute a patch-based deep learning method that classifies gigapixel WSIs into cancer types and subtypes with close-to-human performance. This method is useful for computer-aided diagnosis. At patch-level, I contribute a novel method for histopathology image patch classification. On the task of identifying Tumor Infiltrating Lymphocyte (TIL) regions, the prediction result of this method correlates to the survival rate of patients. At cellular-level, I contribute novel methods for nucleus classification and roundness regression, which are interpretable features for histopathology studies. With this method, I generated a large-scale dataset of segmented nuclei, in WSIs from a large publicly available digital histopathology image dataset, to help advance histopathology research.
I will be holding an informal 2-week short optimization course, to try
to cover a few important proofs in the field. The goal will be depth
over breadth, with focus on:

 - convergence proofs for gradient descent and stochastic gradient descent
 - energy functions and continuous time optimization
 - estimate sequences and Nesterov acceleration

and, time permitting, additional topics like variance reduction,
quasi-Newton methods, and Frank-Wolfe methods. If we go super fast, we
can spend a few days at the end brainstorming interesting research
project ideas.

Details: NCS 220 6:15pm-7:45pm, Monday-Friday, Feb 7-Feb 18.

In person only, since I plan to use the whiteboard (but may be recorded)

More details will be uploaded here (notes, specific schedule):
https://sites.google.com/view/optimization-short-course/home
We live in a new scientific paradigm: the Big Data era, in which a lot of data is available for almost anything. In this new paradigm, the driving force is to use data directly to learn about chemical and physics systems employing artificial intelligence. This paradigm has proven helpful in simulating realistic physical, biological, and chemical models, yielding impressive results. Similarly, the insight gained in these situations can be used to improve our understanding of fundamental processes. In that regard, we want to answer the question: Can a machine learn chemistry? The answer to this question is still debatable, but we will show our ideas and methods to find the answer. We will also discuss our results on predicting atom-diatom reactions and other avenues and work in progress in our group.

Please register for the STEM Speaker Series: Can a Machine learn Chemistry here.
Abstract:
People shift their visual attention to gather and prioritize information from their surroundings, helping them navigate complex environments. Understanding these attentional shifts involves decoding the features that guide where attention is directed (spatial areas of focus) and when attention shifts (timing). Decoding these processes can aid applications from interface design to medical diagnosis. However, prior models have not fully explored the underlying factors addressing these aspects. In this dissertation, we study the factors that guide visual attention across diverse image types, spanning natural images, graphic design documents, and whole slide images (WSIs) of cancer tissues, while also predicting visual attention based on these factors.
First, we propose a method to quantify object recognition uncertainty as a factor influencing spatio-temporal attention (where and when) in natural images. We found that it plays a larger role than bottom-up saliency in guiding visual attention. Second, we analyze graphic design documents such as webpages, comics, posters, mobile UIs, etc., which differ from natural images in that they are designed to convey specific messages or elicit desired viewer response. We propose a unified and interpretable deep learning model that predicts both static and dynamic visual attention behavior (addressing where and when) by integrating document layout and content saliency as factors, enhancing attention prediction performance. Finally, in the domain of digital pathology, we investigate pathologists' attention during their examination of giga-pixel WSIs of prostate cancer with an objective to aid in the development of computer-assisted pathology training and clinical decision support systems. Using a digital microscope interface, we collected the largest known dataset of pathologist attention, which allows us to study the factors that guide their spatial and temporal attention patterns (where and when) and develop predictive models. Our study explores key factors guiding their attention, including magnification, slide staining, the nature of the diagnostic task, and their expertise. Motivated by this analysis, we propose deep learning models to solve two tasks: 1) predicting pathologist attention via spatial (heatmaps) and spatio-temporal (scanpaths) models, and 2) inferring pathologist expertise level, both essential technical components towards developing an AI-assisted pathology training pipeline.

Speaker:
Souradeep Chakraborty

Location: New Computer Science Bldg., Room 220

Zoom Link: https://stonybrook.zoom.us/j/9755288447?pwd=TW95T2xqOUZjRnlqcnVFcUQvN0JMdz09
Meeting ID: 975 528 8447
Passcode: 338037

Join us as we celebrate this year's Brook & Beyond Challenge finalists.
The Office for Research and Innovation invites you to hear about the two-month journey in which the Brook & Beyond team supported eight cohorts in bringing their bold ideas from the lab to the marketplace. It's an energizing evening that highlights the collaboration, creativity, and entrepreneurial spirit driving discovery across the University.
Meet this year's award recipients, hear pitches from the emerging founders, and applaud their achievements.
Connect, celebrate, and be part of the momentum shaping the future of innovation at
Stony Brook University.
Refreshments will be served. Registration is required.
Register Here.
Talk by Zhenhua Liu to be followed by AI Institute updates


Abstract: Decision making with uncertainty has been studied in multiple communities extensively. Recently, online optimization has gained popularity partially because of its promising performance guarantees by incorporating predictions. In this talk, I will provide an overview of our work on algorithm designs for online optimization and its applications. Then, I will talk about our recent work in ACM Sigmetrics 2019 on choosing predictions and control algorithms simultaneously and dynamically. Finally, I will discuss some ongoing efforts and collaboration opportunities.

Bio: Zhenhua Liu is currently an assistant professor in the Department of Applied Mathematics and Statistics at Stony Brook University. He is also affiliated with the Department of Computer Science, the AI Institute and the Smart Energy Technology Cluster. He received his PhD degree in Computer Science from California Institute of Technology. His current research interests include cloud computing, online optimization and learning, smart grid, market design and distributed control. His research combines rigorous analysis and system design, and goes from theory, to prototype, and eventually to industry to make real impacts.
Qualitative data can be challenging to analyze and interpret effectively. In this workshop, SBU Libraries' Data Literacies Lead, Ahmad Pratama will show you how to extract meaningful insights from textual data, including understanding sentiment trends. Learn to explore qualitative data with Python using word clouds, basic natural language processing (NLP) techniques, and lexicon-based sentiment analysis with VADER.
RSVP via link: https://t.e2ma.net/click/t70ivh/5wwlu4oe/hy5q96