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Today, 12:47 am
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 2
Views: 85

Hi Daniel, Thank you for the code. I haven't opened it yet. Let me know if I will find the solution to the following problem, which will answer your question. I want to find the piecewise cubic polynomial $g(t)$ that solves the following problem: (*) minimize $\left( \sum_{i=1}^n \{ y_i - g(t... Yesterday, 7:15 pm Forum: Numerical Methods Forum Topic: Smoothing splines (clamped spline) Replies: 2 Views: 85 ### Smoothing splines (clamped spline) There are a zillion resources on splines, but I can't seem to find this. I need an algorithm for a smoothing (cubic) spline where the endpoint derivatives are specified (the so-called 'clamped spline'). With no smoothing (so just ordinary interpolation), there are many treatments. With so-called 'n... July 15th, 2019, 4:18 pm Forum: Off Topic Topic: Stuff that Physics_(+ &)_mathematicS can explain Replies: 24 Views: 4813 ### Re: Stuff that Physics_(+ &)_mathematicS can explain Looks like she has an interesting book -- just ordered a copy. July 15th, 2019, 4:07 am Forum: Off Topic Topic: All about Cats Replies: 801 Views: 41573 ### Re: All about Cats Cleokatra July 12th, 2019, 10:56 pm Forum: Technical Forum Topic: Zassenhaus formula Replies: 12 Views: 532 ### Re: Zassenhaus formula Alan, you did an expansion to O(\tau^11) for Garch. That's using heat kernel expansion? And heat kernel expansion works for most SV models, it's a very general method? I've always thought, maybe mistakenly, that the difficult part of heat kernel expansion is finding the geodesic distance. @frolloos... July 12th, 2019, 3:47 am Forum: Technical Forum Topic: Zassenhaus formula Replies: 12 Views: 532 ### Re: Zassenhaus formula then *maybe* a general perturbative solution could be found for any SV model. Now I think the general form of "$ \cdots $" can be found or is actually known (see link above to ArXiv paper), but I am not sure what the "best" way is to cut-off or Taylor expand the "$ \cdots [\$]" part, i.e. to ...
July 8th, 2019, 6:35 pm
Forum: Careers Forum
Topic: Looking for a partner for my Quant project
Replies: 59
Views: 1483

### Re: Looking for a partner for my Quant project

10% to the person that does all the work? That's not going to work. I'm the one who does all the work here and makes the strategy. The strategy will be invested, not the program language. CloudQuant "We are looking for programmers to allocate capital" does not say. The programmer who will do this w...
July 6th, 2019, 8:06 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2923
Views: 82387

### Re: Trump -- the last 100 days

"The Continental Army suffered a bitter winter at Valley Forge, found glory across the waters of the Delaware and seized victory from Cornwallis of Yorktown.  Our Army manned the air, it ran the ramparts, it took over the airports, it did everything it had to do." - President Trump on the American ...
July 1st, 2019, 3:41 am
Forum: Forum and Website Bugs and Suggestions
Topic: Youtube videos not embedding properly
Replies: 3
Views: 234

### Youtube videos not embedding properly

This has been going on for a few days. Testing: Dsp_8Lm1eSk# Kind of looks like youtube changed something at their end, as the embed codes look different than before. If it's not a bug with them, maybe something needs changing at the forum end to compensate. {SIMPLETEXT}://www.youtube.com/watch?v={D...
June 27th, 2019, 7:20 pm
Forum: Politics Forum
Topic: Survival of the Richest - An updated infographic look at super-rich survivalist strategies
Replies: 6
Views: 281

### Re: Survival of the Richest - An updated infographic look at super-rich survivalist strategies

Buy a really large mountain -- install a really large door:

June 27th, 2019, 2:34 pm
Topic: Rolling and expiry dates for emissions futures contracts
Replies: 3
Views: 301

### Re: Rolling and expiry dates for emissions futures contracts

Kind of guessing, but it looks from your screen shot that this is a series that keeps a continuous record by rolling every 3 months into a (new) distant maturity contract. At the time of the screen shot, looks like the series reflects a Dec 2025 contract (MOZ5 25). You've got the complete list of wh...
June 23rd, 2019, 5:49 pm
Topic: End of bitcoin?
Replies: 786
Views: 65558

### Re: End of bitcoin?

Good article in today's WSJ (paywall): Facebook’s Libra Is a License to Print Money (James Mackintosh). From the article: The reserve isn’t quite as great as it seems, though. Like a money-market fund Libra has no capital and no deposit insurance, so any drop in the value of the reserves should mean...
June 21st, 2019, 11:54 pm
Topic: End of bitcoin?
Replies: 786
Views: 65558

### Re: End of bitcoin?

Interestingly, the backing by real assets to make it a stablecoin presents a regulatory issue: is Libra a security?   I will guess the SEC will answer 'yes' and the CFTC will not object because they really don't want to regulate it. But, since there is not the manipulation objection that seems to kn...
June 17th, 2019, 3:13 am
Forum: Off Topic
Replies: 255
Views: 23328

From the album:
It reminded us of Tamacun, the famous Mexican eccentric who is in Ixtapa where we lived for a while. Tamacun’s message is to teach kids to respect nature. He handles crocodiles, and tourists come to photograph him.
Tamacun/Ixtapa
June 16th, 2019, 11:21 pm
Forum: Brainteaser Forum
Topic: Get 24 from 1, 3, 4 and 6
Replies: 29
Views: 1260

### Re: Get 24 from 1, 3, 4 and 6

In Mathematica: StringJoin[ToString[1*6/3], ToString[4]] 24 I would have concerns about the run-time efficiency. Do the strings use hashing? answer = StringJoin[ToString[1*6/3], ToString[4]]; Hash[answer, "SHA256"] 87843000942654739416790862908851944946087349408853794374923081877917692795355 Hash["...

GZIP: On