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by quartz
July 16th, 2020, 10:45 am
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 343
Views: 46904

Re: Philosophy of Mathematics

Amen. I have no idea why he's called a subjectivist, while he showed that, objectively, Kolmogorov's "axioms" don't stand. Good take, yet he also meant truth and objectivity do not exist either, and all we're left with are consistency degrees of belief (or belief degrees of consistency?). Conversel...
by quartz
July 13th, 2020, 2:56 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 343
Views: 46904

Re: Philosophy of Mathematics

Physicists and mathematicians  The former tend to have their heroes, mathematicians not. Why?
We have a bunch. Some have Erdös or the like, for me of course it's De Finetti.
by quartz
July 13th, 2020, 7:53 am
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 433
Views: 26031

Re: Models for Covid-19

Horton? This one?
The one of the Macchiarini scandal?
Of the salt controversy?
The one of the PACE scandal? (not retracted yet!!)
Of the HCQ paper?
Although in the case of Wakefield his conduct was impeccable, contrary to (emotional) depictions.
by quartz
January 27th, 2016, 1:26 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 35051

Technical quotes

Regulatory trolling:Quote"PDs implied from market prices are not acceptable unless they are corrected to obtain an objective probability of default. In other words, market implied PDs are not acceptable."
by quartz
January 20th, 2016, 6:09 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 35051

Technical quotes

Quote"There are two ways of constructing a software design: one way is to make it so simple that there are obviously no deficiencies; the other is to make it so complicated that there are no obvious deficiencies." - C.A.R. Hoare
by quartz
December 30th, 2015, 4:20 pm
Forum: Programming and Software Forum
Topic: visitor design pattern
Replies: 66
Views: 71983

visitor design pattern

<t>QuoteOriginally posted by: CuchulainnQuoteWe need it dynamic, using static_visitor dynamically requires some tricks including preprocessor stuff making it all more convoluted than a dynamic visitor, and GOF is brittle and insufficient.What are the objections to GOF Visitor? Can you quantify? What...
by quartz
December 30th, 2015, 3:38 pm
Forum: Programming and Software Forum
Topic: virtual calls overhead / crtp
Replies: 61
Views: 10324

virtual calls overhead / crtp

by quartz
December 30th, 2015, 11:08 am
Forum: Programming and Software Forum
Topic: visitor design pattern
Replies: 66
Views: 71983

visitor design pattern

<t>QuoteOriginally posted by: CuchulainnI don't use OOP patterns so much anymore but we used them with much success in CAD, graphics and optical technology (holography) in several production systems. There is probably no compelling reasons to use it. Besides, you choose between Boost static_visitor ...
by quartz
December 29th, 2015, 4:21 pm
Forum: Programming and Software Forum
Topic: visitor design pattern
Replies: 66
Views: 71983

visitor design pattern

QuoteOriginally posted by: CuchulainnHad a quick look. Must say I don't like it.Me neither, but it's being referenced here and there and its pros are interesting, so maybe it shouldn't get so easily dismissed.Anyway what about the benchmarks (for what they're worth)? :-)
by quartz
December 29th, 2015, 1:17 pm
Forum: Programming and Software Forum
Topic: visitor design pattern
Replies: 66
Views: 71983

visitor design pattern

Has anyone here experience with Cooperative visitor?Here is also a nice comparison of different dynamic dispatch methods. Does anyone want to make this test portable and show some results with more recent (e.g. c++11) compilers, maybe adding cooperative visitor, boost visitor etc?
by quartz
October 13th, 2015, 4:26 pm
Forum: Off Topic
Topic: Intellectual property
Replies: 5
Views: 1710

Intellectual property

The recent trademarking of Pi: a troubling preceden
by quartz
October 13th, 2015, 1:39 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 35051

Technical quotes

Quote "Pig Data and Bayesian Inference on Multinomial Probabilities"
by quartz
October 7th, 2015, 3:10 pm
Forum: Off Topic
Topic: Technical quotes
Replies: 510
Views: 35051

Technical quotes

Quote"CVaR is an upper bound for VaR, therefore, minimization of CVaR also reduces VaR."
by quartz
October 7th, 2015, 1:29 pm
Forum: Numerical Methods Forum
Topic: Calculating the delta of an option using a monte-carlo simulation of the underlying
Replies: 46
Views: 8614

Calculating the delta of an option using a monte-carlo simulation of the underlying

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: quartzQuoteAnd the numerical analysis of MC is underdeveloped in general.If you ever come to MCQMC or MCM &c conferences, there'll be some free drinks ;-)Let's say most quants simply dont have the time nor a sound reason to cope ...
by quartz
October 7th, 2015, 11:16 am
Forum: Numerical Methods Forum
Topic: Calculating the delta of an option using a monte-carlo simulation of the underlying
Replies: 46
Views: 8614

Calculating the delta of an option using a monte-carlo simulation of the underlying

<r>QuoteOriginally posted by: spursfanbump is just forward or backward difference as estimate for first derivativeShort for the full expression "bump and revalue" in financial/RM jargon. I thought it would disappear with time and align to finite difference but it is persistent.Now I'd like to know i...
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