HighLO Workshop

2 Dec 2019, 09:00 → 5 Dec 2019, 15:00 Europe/Zurich

600/R-001 (CERN)

Physical locations at CERN:

Mon: 33/S-004 - KT conference room
Tue, 9-14: 160/R-009; 14-17: 37/R-022
Wed: 32/1-A24
Thu: 600/R-001

 

Monday, 2 December

09:00 → 13:00 CMS Tour

13:00 → 14:00 Lunch

14:30 → 15:00 Discussion of agenda

15:00 → 17:00 Status Now & Future Planning

Is all the data (correctly) in ROOT? What do we still need to do? What (short-term) steps do we have to take? What exploratory analysis do we want to do? What are some subgoals?

Tuesday, 3 December

09:00 → 10:30 Time Series Workshop by Andres

Forecasting_Workshop_CERN.pdf

10:30 → 14:00 Time Series Measurements in ROOT

Which generic financial and time series measurements can we move into ROOT and how do we do this? What are the proper terms for these measurements?

14:00 → 17:00 First paper: visualizing data in an intelligent way

First paper: Visualizing our data in an intelligent way
Providing insight in how (different types of) messages impact order book and transaction prices (and showing how this visualization adds information and knowledge about order book behavior beyond the current status of finance literature).

Wednesday, 4 December

09:00 → 12:00 Outlier Detection (Paul + Lorenzo presenting)

outllierDetectionROOT.pdf

13:00 → 14:00 Visualization

14:00 → 15:00 Anti-Matter Factory

15:00 → 17:00 How to deal with third party engagement

E.g. Danish National Bank

Thursday, 5 December

11:00 → 12:00 Paul presentation

LOF.pdf

Presentation-Outlier-Detection-Paul-20191205.pdf

13:00 → 14:00 Recap Meeting & What to do next