SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Cuchulainn
Today, 7:05 am
Forum: Book And Research Paper Forum
Topic: Frequently Asked Questions in Quantitative Finance III?
Replies: 2
Views: 94

Re: Frequently Asked Questions in Quantitative Finance III?

My bus on the way to the play got stuck in heavy traffic which resulted in my missing the overture.
by Cuchulainn
Today, 6:59 am
Forum: Off Topic
Topic: Random quotes
Replies: 398
Views: 33484

Re: Random quotes

Se, kompis, jeg kjenner en død papegøye når jeg ser en, og jeg ser på en akkurat nå.

Sko, félagi, ég þekki dauðan páfagauk þegar ég sé einn og ég er að horfa á einn núna.
by Cuchulainn
Today, 6:51 am
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 25
Views: 4995

Re: 100 millions time faster than ODE methods

https://i.imgur.com/aVPP60n.jpg This is a trailer from a recent very good thesis on Heston and Rough Heston. Instead of ANN being [$]10^4[$] faster, in this case it is [$][8,17][$] times slower. Thesis public domain soon.. That is more or less what I was expecting. I guess the thesis used a customi...
by Cuchulainn
Yesterday, 8:36 am
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 433
Views: 26031

Re: Models for Covid-19

What's the difference between percolation and diffusion? How do you model individuals distributed in space?
Of course, this model has little to do with (spatial) SIR?

I feel the above is a case of argumentum ad verecundiam.
by Cuchulainn
September 22nd, 2020, 9:14 pm
Forum: Off Topic
Topic: Random quotes
Replies: 398
Views: 33484

Re: Random quotes

"a big fan of your teaching and the jokes you crack especially using felt tip marker to draw pictures. I'm at Section 6 of C++ , however by the the end of it, you and Avi will be my favorite people. Cheers"
by Cuchulainn
September 22nd, 2020, 9:10 pm
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2932
Views: 343090

Re: A Music Game II for 2009

by Cuchulainn
September 22nd, 2020, 8:54 pm
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2932
Views: 343090

Re: A Music Game II for 2009

"hey pal, where is Glocca Mora?" It gets the tourists 

www.youtube.com/watch?v=oNiuDuEVllc

kats, do you recognise this town?

www.youtube.com/watch?v=ItVEhL-T7qQ
by Cuchulainn
September 22nd, 2020, 8:45 pm
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 25
Views: 4995

Re: 100 millions time faster than ODE methods

Thank you for your comments Cuch.
I long to have a look at this piece of research.
Sincerely,
tag
tag,
I reckon 2-3 weeks and then it will hopefully be public domain :-)
by Cuchulainn
September 22nd, 2020, 4:09 pm
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 25
Views: 4995

Re: 100 millions time faster than ODE methods

" What methodologies were applied to prevent biases? 1.  5-fold cross validation. [$]R^2 = 0.999[$] 2.  Other works take a more laissez-faire approach. I have examined their code, which yield extremely high accuracy. However, they are evaluating the accuracy using in-sample data, which tells us not...
by Cuchulainn
September 22nd, 2020, 11:31 am
Forum: Off Topic
Topic: A Music Game II for 2009
Replies: 2932
Views: 343090

Re: A Music Game II for 2009

If you're number 7 billion you get lunch with Joe Biden 
There's not much sand on that beach.
by Cuchulainn
September 22nd, 2020, 11:17 am
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 433
Views: 26031

Re: Models for Covid-19

There is more to life than ODEs but my question is why these reports do not discuss these problems as dynamical systems ("ODEs++") so that other questions can be answered beyond numerical ODEs. I wonder  why no mention is made of the Lyapunov, Poincare-Bendixson theory etc. What happens to the ODEs...
by Cuchulainn
September 22nd, 2020, 8:18 am
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 25
Views: 4995

Re: 100 millions time faster than ODE methods

No, there are several goals. Just be patient before jumping to conclusions.  A by-product is to debunk the myth than NN is 'fast'. In that sense the above snippet is relevant to the current thread. // I also discuss the software aspects in my recent Thalesians video. And the speech by Grady Booch is...
by Cuchulainn
September 21st, 2020, 8:04 pm
Forum: Politics Forum
Topic: Are you ready for Brexit?
Replies: 737
Views: 51314

Re: Are you ready for Brexit?

Indeed; a new racket, new balls and white socks.
by Cuchulainn
September 21st, 2020, 7:35 pm
Forum: Off Topic
Topic: Your rants here
Replies: 1118
Views: 88488

Re: Your rants here

At least I'm not alone in this feeling :-D
At least there is someone else who thinks that.
Do u remember the 21st night of September?

www.youtube.com/watch?v=Gs069dndIYk
by Cuchulainn
September 21st, 2020, 5:57 pm
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 25
Views: 4995

Re: 100 millions time faster than ODE methods

Image


This is a trailer from a recent very good thesis on Heston and Rough Heston. Instead of ANN being [$]10^4[$] faster, in this case it is [$][8,17][$] times slower.

Thesis public domain soon..
GZIP: On