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مهني

1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Handoff specification؟

Definition 28.2 Machine Learning for Markets · الفصل 28 — The Machine-Learning Team

A handoff specification is the contract between the people who build a model and the people who run it: the list of what a model package must contain (the artefact and its content hash, the feature definitions, test vectors of inputs with the outputs the model must reproduce, the latency budget with a measurement, the monitoring specification, the model card) and the checks the package must pass before production accepts it.

defect plantedchecks that fail
none (the package as handed over)none of the nine
artefact rebuilt after it was hashedartefact hash; test vectors
a feature reads an input the feed does not carryfeature specification
a 5-second window written as 5 000 (milliseconds)feature vectors
one feature missing (15 for a model reading 16)feature specification
test vectors holding another model’s outputstest vectors
latency of the library call, not the compiled modellatency
a monitor without an ownermonitoring
a model card without limitationsmodel card
Table 28.1. The handoff validator on the clean package and on eight planted defects. Data: ml_team.handoff_table.
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