Anomaly detection in time series

Hi everyone,

Time for our next meetup! We have moved to an amazing new office space and can't wait to welcome you all! We are looking forward to seeing you soon!

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About the talk
Anomaly detection systems allow identifying unusual events and have wide range of applications in various areas such as security, finance, and medicine. There is a large number of models and algorithms proposed for this problem, however, it still remains a challenge to make anomaly detection systems usable in practice.

In this talk we will go over various cases for anomaly detection here at IMC, the challenges involved, how we address these and implement our solutions. First part of the talk will focus on the anomaly detection problem as a whole, discuss data pre-processing, model selection, interaction with the end-users, and trade-offs such as detection capability vs false positive rates. In the second part we will go into details of the models and algorithms we use, and the math behind it.

About the speakers
Omer Yuksel is a Performance Analyst in IMC, responsible for developing models and Python tools for monitoring and predicting network performance metrics. He has a background in applied mathematics and computer engineering with a focus on data-driven methods for anomaly detection in the recent years.

Michal Kozel is a Machine Learning Researcher at IMC with focus on optimizing and developing new trading strategies. He studied computer science at Brno University of Technology and Dublin institute of Technology and later moved to Amsterdam where he got his master in Data Science from University of Amsterdam. During his studies his research was mainly focused on image recognition and anomaly detection.

The schedule
06:00 PM – Socializing with food and drinks
06:50 PM – Intro
07:00 PM – Talk part 1
07:45 PM – Break
08:00 PM – Talk part 2
08:45 PM – Closing drinks
10.00 PM – The end

Don't worry if you cannot make it at 6.00 PM but try to be there before the talk starts at 7.00 PM.

The location
IMC is hosting this event. The office is located in the Infinity Building, Amstelveenseweg 500 in Amsterdam. Since there are no parking facilities available, we recommend you to come by public transport. The office is located just 2 minutes’ walk from metro station Amstelveensweg.