talk-data.com
Activities & events
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September 2023 MeetUp (In-person Only)
2023-09-20 · 17:00
Agenda 18:00 - 18:45 - Pizza and networking 18:45 - 19:35 Take Control of your Azure SQL Managed Instance Migration using the Log Replay Service This session covers the Log Replay Service (LRS), a new free of charge Azure service for migrating databases to SQL managed instance. Learn when you would use it over existing migration methods, like the Data Migration Service (DMS), to solve some migration challenges. And I'll show how I used it in a recent customer project to customise the migration of multi-terabyte databases to SQL managed instance using a combination of full, differential and log backups within a strict downtime window. I'll also introduce you to some features we implemented post-migration, like Intelligent Query Processing and Data Virtualization, that resulted in the huge improvements in batch processing times in SQL managed instance. Rob Carrol Principal Data Platform Consultant, Coeo I've been working with SQL Server for over 20 years, firstly as a DBA and now as a consultant. I joined Coeo as a Consultant in 2021 providing advice and guidance to customers modernising their SQL Server platforms. I previously worked for Microsoft as a Premier Field Engineer (PFE) and as an independent database consultant, working across various sectors including Financial Services, Retail and Defence. When I'm not working with SQL Server, I'm a keen runner and enjoy spending time with my family. 19:35 - 19:45 - Bio Break 19:45 - 20:35 How Can Microsoft Fabric Have an Impact on Your Business? All this talk about Data-Ware-Lake-Delta-Beach-House-Lakes (or some combination of that) and Data, Yarn, Fabric integration, everything has got a bit… Meshy! Yes, my friends. The beat of the technology drum is certainly relentless. And with no limits cloud scale and huge innovations from the biggest brains. Two years, it seems, has become the benchmark for tools to live and die by. Reach three years and you almost have a mature product. That said, Microsoft Fabric, the latest offering from global software giant is no exception. But what does this mean for the real world. For the data analysts, engineers and scientists that need to continue answering everyday problems to inform business decisions. In this session we will firmly ignore the hype and focus on the reality. With the pragmatic view of an experienced architect. The problem of gaining insights from our data hasn’t changed. So, what does this mean if implemented using Microsoft Fabric. What, why and how is the tooling going to change our daily deliverables in the short term, medium and long term. Join me for these answers and more as we explore the impact of Microsoft Fabric-Server, erm, Power. Resource. Thing! Paul (AKA @mrpaulandrew) is the Founder & CTO of Cloud Formations, a specialist data consultancy based in the UK. With nearly 20 years’ experience designing and delivering Microsoft data architectures, Paul leads a passionate team of engineers, supporting businesses small and large with scalable cloud platforms. Business value delivered through data insights. Over the years, covering a breadth of design patterns and industry leading concepts, including Lambda, Kappa, Delta Lake, Data Mesh and Data Fabric. Paul is also a Microsoft Data Platform MVP, director for the Data Relay conference, East Midlands user group leader, book author and mentor. In addition to the day job(s), Paul is a father of three, husband, foodie, runner, blood donor, geek, Lego, and Star Wars fan! Lastly, Paul confesses to enjoying a Ramstein playlist when given half a chance to do some coding for a customer project. |
September 2023 MeetUp (In-person Only)
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Big Data London: Data Mesh Learning Meetup
2023-09-20 · 17:00
Big Data LDN is happening on 20-21 September 2023 at Olympia London. The Data Mesh Learning community will host an in-person meetup at the event venue on the first night - Wednesday, 20 September at 6:00pm. Entrance is free and includes pizza & beer! The evening will feature a talk and panel: TALK: Double Diving into Data Mesh: Twice the Lessons, Twice the Insight Speaker: Dr. Kinda El Maarry, Director of Data Governance at Prima Data Mesh is undoubtedly the talk of the town. Yet, in many aspects, it is still shrouded with many questions. How can we secure a buy-in for Data Mesh? Where should we start with this paradigm shift? Can we only focus on one or two principles upon which the Data Mesh is founded? How can we keep the momentum and the business engaged? All this and more plague the minds of practitioners and advocates of the Data Mesh. Join me in this talk as I share the key lessons I learned from two Data Mesh implementations with a particular focus on Federated Data Governance. PANEL: Data Mesh Evolution Panellists: Antonio Murgia, Data Architect at AgileLab and Dr. Kinda El Maarry, Director of Data Governance at Prima Facilitator: Scott Hirleman, host of Data Mesh Radio and founder of Data Mesh Understanding Data mesh is being implemented at thousands of companies such as HelloFresh, Prima, Zalando, and Roche Diagnostics. As an emerging methodology, what’s changed since it was introduced in 2019? How has the conversation shifted? Are the primary concerns new or different? Have best practices remain true or are they evolving? Data Mesh Learning brings together members of the community to discuss including Antonio Murgia, data architect at AgileLab; and Dr. Kinda El Maarry, director of data governance at Prima - hosted by Scott Hirleman, host of Data Mesh Radio and founder of Data Mesh Understanding. |
Big Data London: Data Mesh Learning Meetup
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PLEASE NOTE THAT THIS IN-PERSON EVENT WILL START ON WEDNESDAY, 13 SEPTEMBER, 2023, AT 6:30 PM BST (LONDON TIME) (1.30 PM EDT (NEW YORK TIME)) at G-Research offices. This event is sponsored by G-Research (Silver Sponsor), First Derivatives plc (Bronze Sponsor) and KX, Inc. (Bronze Sponsor). This event is hosted by G-Research, Europe's leading quantitative finance research firm: We hire the brightest minds in the world to tackle some of the biggest questions in finance. We pair this expertise with machine learning, big data, and some of the most advanced technology available to predict movements in financial markets. Venue: G-Research, Whittington House, 19-30 Alfred Place, London, WC1E 7EA Arrival time of 18:00 (London) and talk starts at 18:30 (London). Seminar will last between 1 to 1.5 hours, followed by networking / food / drinks. Please note that your Thalesians Meetup profile must include your full name in order to be admitted by the venue, G-Research (health and safety regulations). If it doesn't include it, please email it to [email protected] along with your profile name. FULL TITLE: Alternatives to Deep Neural Networks in Finance ABSTRACT We develop two methods for approximating slow-to-calculate functions, and for conditional expected value calculations: the generalized stochastic sampling (gSS) and the functional tensor train (fTT) methods. We propose them as highly-performing alternatives to generic deep neural networks (DNNs) currently routinely recommended in derivatives pricing and other quantitative finance applications. The new methods not only outperform DNNs for typical financial problems but also, unlike DNNs, satisfy stringent finance requirements such as predictability and explainability. BIOGRAPHY Vladimir V. Piterbarg is Managing Director, Head of Quantitative Analytics and Quantitative Development at NatWest Markets and Visiting Professor in the Department of Mathematics at Imperial College London. Previously he has served as Head of Quantitative Analytics at Rokos Family Office, Head of Quantitative Analytics at Barclays Capital, and Co-head of Quantitative Research at Bank of America. He taught at the University of Chicago Mathematical Finance programme for a number of years and is a prolific and respected researcher in the area of interest rate modeling. Vladimir V. Piterbarg won two Risk Magazine's Quant of the Year Awards (2006 and 2011), and holds a PhD in Mathematics (Probability Theory) from the University of Southern California. He serves as an associate editor of The Journal of Computational Finance and The Journal of Investment Strategies. |
Seminar: Vladimir V. Piterbarg: Alternatives to Deep Neural Networks in Finance
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