Gone Floatabout

Sailing, Photography, Wilderness


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Forecasting real world data

GDP nowcast

Quarterly GDP predictions including pseudo out of sample historical values for evaluating model performance. GDP is measured here in seasonally adjusted annualized growth rates. From Seth’s site http://srlquantitative.com

I pretty much always write about sailing on Gone Floatabout – including when I write about my own published work – so today is a big departure. LogIndex AG, where Seth works as a data scientist, recently published a blog post about the data management framework he is developing. You can read the post here. (It’s pretty understandable – geared for non-experts 🙂 )


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Dr Leonard!

Seth's thesis defense

Seth’s PhD dissertation defense

Seth got his PhD! As many of you know, Seth has been working hard at this for the last six and a half years. I don’t write about work much on the blog, but this is a very special case!!  Again, as many of you know, we moved to Switzerland in 2010 for Seth to start the Masters in Economics program at the Graduate Institute of International and Development Studies in Geneva. In 2012 he got his Masters and started on the PhD program. The PhD included original research (3 papers total), classes both at the Graduate Institute and at Gerzensee Study Center (a foundation of the Swiss National Bank), and also a job as a teaching assistant for the Masters courses, in which he essentially taught the nitty-gritty mathematics behind the models and concepts that were being covered in the courses. The grand finale was his thesis defense with a panel of three economists (two professors from the Graduate Institute – Cedric Tille and Rahul Mukherjee – and an external reader – Michele Lenza from the European Central Bank). The defense was a big success – summa cum laude for both the papers and the defense! So now Seth is officially Dr Leonard!