Jane Street

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Intern Kavish built an autoregressive diffusion model for order-book events. DDPM diverged on the spikes. Flow matching plus atom smoothing held the mass. 2027 applications are open. The public tape is still waiting on the offer.

• web · Sep 30 Somers: Kavish intern project. Autoregressive diffusion on US equities events. DDPM diverged; flow matching worked. Atom smoothing for spikes. Not yet realistic. 2027 apps open.
• web · Sep 30 jumbo intern writeup. First ML engineering class. Links the diffusion post. Applications open.
• x · Oct 10: public retell of the intern diffusion post. DDPM diverged, flow matching, atom smoothing. Respect for the writeup.

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