Peter Cotton
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  • New York, NY
  • United States
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Short Bio:
Intech Investments. Formerly J.P. Morgan Chase, Morgan Stanley. Founded Benchmark Solutions sold to Bloomberg (BBG:BMRK). Ph.D. Mathematics, Stanford University 2001.
Intech Investments
Job Title:
Senior Vice President, Chief Data Scientist
Job Function:
Data Science, Machine Learning, AI, Business Analytics
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Peter Cotton's Blog

Is Facebook’s “Prophet” the Time-Series Messiah, or Just a Very Naughty Boy?

Posted on July 2, 2021 at 9:30am 0 Comments

A debate rages on page one of Hacker News about the merits of the world's most downloaded time-series library. Facebook’s …


A Fundamental Theorem for Epidemiology

Posted on May 28, 2020 at 5:30am 0 Comments

The work of an Italian mathematician in the 1930s may hold the key to epidemic modeling.

That's because models that try to replicate reality in all its detail have proven hard to steer during this crisis, leading to poor predictions despite noble and urgent efforts to recalibrate them. On the other hand overly stylized compartmental models have run headlong into paradoxes such as Sweden's herd immunity.…


An Ornstein-Uhlenbeck model for pandemics. (pip install pandemic)

Posted on April 13, 2020 at 12:00pm 0 Comments

This is a longer form followup to my post describing the open source pandemic package on PyPI (with Python code also available on Github). You can use the code to simulate millions of people moving about in two dimensions, crossing paths and, unfortunately, getting sick.

This video illustrates the dynamic with a toy sized town of fifty people. Watch how transmission takes place. You might even discern commuting and households.…


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