Selected Writings


O'Reilly Strata, O'Reilly Radar, and Forbes

Mining Time-series with Trillions of Points: Dynamic Time Warping at scale, October, 2012

A quick overview of the App Economy, using data from the iTunes app store, February, 2011 (video of my keynote presentation at TOC/2011)

Compressed Sensing and Big Data, October, 2010

Some thoughts on (natural language) Search, September, 2010

How to nurture Data Scientists, July, 2010

2010 Web 2.0 Summit: By the Numbers, November, 2010

Mobiles and Money in the Developing World, O'Reilly Release 2.0 (Issue 2.0.12, April, 2009, pp. 2-10)

Our Search for Intelligent Software Agents, O'Reilly Release 2.0 (Issue 2.0.12, April, 2009, pp. 11-14)

Big Data: Technologies and Techniques for Large-Scale Data, O'Reilly Release 2.0 (Issue 2.0.11, February, 2009) [Contact me for a 50% discount code. Click HERE for more on Big Data.]

Twitter and the Micro-Messaging Revolution, O'Reilly Radar Report, November 2008

Where 2.0: The State of the Geospatial Web, O'Reilly Radar Report, September 2008

Virtual Worlds: A Business Guide, O'Reilly Radar Report, March 2008

The Facebook Application Platform, O'Reilly Radar Report, October 2007


MoneyScience: The Financial Intelligence Network

The Practical Quant

What aspiring investment bankers need to know about Wall Street, Quant Network, June 2010

Dynamic Delta Hedging: A Short Overview, WIC News, September 1999

Mean Reverting Trading Systems, WIC News, September 1998

Much Ado About Something: Portfolio Management Revisited, WIC News, June 1998

Value-At-Risk Explained, WIC News, May 1998

On Portfolio Management: Put Your Money Where Your Math Is, WIC News, April 1998

Market Research and Marketing

Attribute Relative Importance Computation in Conjoint Analysis (with M. Rahman), Journal of Information & Optimization Sciences, 1999

The Practical Quant


Semi-regular Dimes: Interesting items from the world of data, finance, technology, marketing, and beyond.

Presentations on SlideShare

Video Interviews on Youtube