New paper out in the International Journal of Forecasting! B-DARCH is a Bayesian compositional volatility model for FX forecasting, developed at Airbnb with Rob Weiss (UCLA). A small glimpse into how we think about forecasting there.
www.sciencedirect.com/science/arti...
It’s called mars bar and they do open mic standup on Wednesdays
New preprint: Bayesian Dirichlet ARMA with directional-shift intervention for structural breaks in compositional time series. Applied to #Airbnb fee recognition during COVID.
arxiv.org/abs/2601.16821
I spend a lot of my time at work thinking about lead times and one of the more interesting patterns is how differently bookings, trip length, & price behave as you move from far-out reservations to last-minute stays. New paper is really just structured curiosity about this:
arxiv.org/abs/2601.12175
Staff DS role open on my team at Airbnb. Revenue forecasting systems: model selection, pipelines, automation. Work that actually gets used and scrutinized. Good mix of research and applications! #airbnb
careers.airbnb.com/positions/75...
Same experience with #Ox. Had to install it to dig into a related paper's code and felt like software archaeology.
Is Claude Code useful? Yes. Did it remove code instead of testing it when I prompted to write tests to increase coverage? Also yes
