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by Cuchulainn
Today, 2:07 pm
Forum: Numerical Methods Forum
Topic: One-liner questions of a numerical kind
Replies: 18
Views: 601

Re: One-liner questions of a numerical kind

I would just solve the PDE for C twice, once for maturity [$]T[$] and once for [$]T - \Delta T[$].  Or, just solve it once for the longer time, recording the solution at two appropriate time steps. Or, as you say, just apply the r.h.s. operator of the PDE to a known solution. Of course. But we are ...
by Cuchulainn
Today, 1:43 pm
Forum: Technical Forum
Topic: Machine Learning and the physical sciences
Replies: 1
Views: 63

Re: Machine Learning and the physical sciences

A lot of text, pictures and references. Who is the target reader group? Not much maths to chew on.. They use the well-known equation (!).Interesting that they mention Langevin dynamics but they don't delve into it. It would be nice to show how the two are related with the exception of a 3-line summa...
by Cuchulainn
Today, 12:15 pm
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

Sweden is musically very strong. Dodsrit is upcoming (drummer is Dutch) https://www.stereogum.com/2010802/dodsrit-aura/music/ Sadly fascism is becoming more popular in Sweden and in other parts of the world as well. Things become scary when there is an “us and them” mentality. And this is something ...
by Cuchulainn
Today, 11:59 am
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

The point about Hitari and metal in general is themes are love/hate, life/death, purity/serfdom, evil  versus good A refreshing change from Eurovision lollipop music. And that' the way it is, so I have been told.
Here the 70s version and fastforward to 2019.

by Cuchulainn
Today, 11:52 am
Forum: Off Topic
Topic: Melodic Metal
Replies: 408
Views: 24933

Re: Melodic Metal

Bondage metal
by Cuchulainn
Today, 9:58 am
Forum: General Forum
Topic: Mark Rubinstein dies
Replies: 3
Views: 111

Re: Mark Rubinstein dies

And one of the first members of Haas Business School, voted #2 MFE school in the world 2018.
by Cuchulainn
Today, 9:49 am
Forum: General Forum
Topic: Statistical data gather for you
Replies: 48
Views: 1303

Re: Statistical data gather for you

When is a saddle-point not a saddle point?

[$]dx/dt = -x + S(\rho + cx)[$] where 

[$]S(x) = 1/(1 + e^{-x})[$]
by Cuchulainn
Today, 8:01 am
Forum: General Forum
Topic: Mark Rubinstein dies
Replies: 3
Views: 111

Re: Mark Rubinstein dies

RIP
The 1930s was the era of the Error Flynn/Clark Gable pencil moustache.
My dad (who became American) was a doppelganger for CG, especially in 17th Airborne uniform.
by Cuchulainn
Today, 7:23 am
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

(they get free pass to visit their relatives during the Ramadan).
Very magnanimous.
by Cuchulainn
Yesterday, 6:37 pm
Forum: Student Forum
Topic: Is it possible to "complexify" SDEs?
Replies: 20
Views: 763

Re: Is it possible to "complexify" SDEs?

My read is that Daniel is experimenting with alternative ways to compute vega. It started with the Complex Step Differentiation Method -- hence the complex-valued SDEs. Then it seemed to morph into seeking a real-valued SDE or SDE pair to solve. Beyond that, I don't know and will leave to him ... I...
by Cuchulainn
Yesterday, 5:33 pm
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

Catch tune. Sounds best in original language.
by Cuchulainn
Yesterday, 4:14 pm
Forum: Student Forum
Topic: Is it possible to "complexify" SDEs?
Replies: 20
Views: 763

Re: Is it possible to "complexify" SDEs?

Sanity (double) check does Katuni approach for [$]dr/d\sigma[$] in CIR model produce the same SDE as that produced from 1st principles using the definition of (Malliavan?) [$]L_p[$] differentiability? The answer is yes and the SDE is on page 5. It would have been worrying if 2 distinctly different S...
by Cuchulainn
Yesterday, 3:07 pm
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

The show had somefing for everyone, unless you are Palestinian, of course. Not even a look in.

Black Death metal
Junior calls it industrial punk.

Seems Godwin's  Law is making a comeback.
by Cuchulainn
May 18th, 2019, 4:45 pm
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25491

Re: eurovision results are out

Considering the UN established the Jewish state on a part of the Palestinian Mandate, almost everything there is build on a former Palestinian settlement.
Technically, it's called the State of Israel. And Arabs live there too. 
You might be a bit confused. Some background research is needed.
by Cuchulainn
May 18th, 2019, 4:40 pm
Forum: General Forum
Topic: What was big is small
Replies: 39
Views: 1448

Re: What was big is small

I was bitten by a small dog in the Italian college when I was a student. It was so unexpected. I was only expecting a bark.
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