07-29, 17:20–17:30 (UTC), JuMP
Fantasy Premier League is an online fantasy sports game where you select a team of 15 players and score points based on their performance each week. You have a finite budget and each player costs a certain amount, plus a number of other constraints which makes this an optimisation problem that JuMP can solve. In this talk I will work through this problem and show how each constraint is translated into the JuMP language. It will be a fun introduction to optimisation in an alternative domain.
I've been using Julia user since 2015 and maintain a number of packages from HawkesProcesses.jl to a number of data API wrappers.
In my day job I’m currently an electronic trading quant working on both principal and algo execution. I build models, analyse data and construct algorithms to try and get the best prices in the market with the lowest impact.
Outside of my day job I enjoy writing about technology and sports on my blog.