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## Search found 66 matches

November 24th, 2011, 1:39 pm
Forum: Brainteaser Forum
Topic: making number closest to e
Replies: 18
Views: 73013

### making number closest to e

I think this one is correct to 36 378 700 decimal places.[It took me few years to find it... ](5^0 + 7^(-9^8))^((1 + 6)^(3^(4^2)))
July 4th, 2011, 7:15 am
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 81
Views: 225390

### Mathematica vs Matlab vs Maple, discuss

<t>Following Alan's proposition, here is a short Mathematica code to illustrate the idea (I am not quite sure it is the best place to post this)First define the function that returns your two outputs :(input : t; ouput : x and y)Clear[f];f[t_Real] := Module[{xLocal, yLocal}, xLocal = Sin[t]; yLocal ...
November 27th, 2009, 9:23 am
Forum: Brainteaser Forum
Topic: Sobolev norm
Replies: 15
Views: 38668

### Sobolev norm

<t>I may have missed something.Say that what we have is some kind of Lagrangian : the question is related to the constant value of the action. Once you assume the action is stationary, I agree with the derivation, but I understood that the question was related to proving that given a function f with...
June 11th, 2008, 8:00 pm
Forum: Student Forum
Topic: Limits of functions
Replies: 11
Views: 53971

### Limits of functions

<t>Hi,I guess my answer might sound provocative, but what about mathematica?Input : Limit[(1 - y^2)*y*Log[(1 + y)/(1 - y)]*Log[(1 + y)/(1 - y)], y -> 1]Output : 0This is definitely not a methodological answer, but you'll have your answer in many cases, which will give you a hint of what to look for ...
June 11th, 2008, 7:44 pm
Forum: Programming and Software Forum
Topic: Convoluation algorithm
Replies: 6
Views: 54133

### Convoluation algorithm

<t>QuoteOriginally posted by: caperoverHi, All,Anyone knows very fast convoluaton algorithm? I don't want to bother FFT.Thanks,CRI'm not a specialist but it seems to me that speed is an issue for you.FFT is what you need. It is, for instance, already implemented in the GSL.What language do you use? ...
November 5th, 2007, 11:54 am
Forum: Brainteaser Forum
Topic: payphone question
Replies: 10
Views: 192663

### payphone question

November 5th, 2007, 11:52 am
Forum: Brainteaser Forum
Topic: payphone question
Replies: 10
Views: 192663

### payphone question

September 11th, 2007, 11:06 am
Forum: Careers Forum
Topic: salaries for professors at US universities
Replies: 84
Views: 71848

### salaries for professors at US universities

<t>QuoteOriginally posted by: twofishMore people who are being trained by the system end up outside of the system rather than inside of it, and this leads to a situation that is fundamentally unstable. I think it's the converse. Because the less people you'll find in Ivory towers, the more they'll b...
September 7th, 2007, 2:36 pm
Forum: The Quantitative Finance FAQs Project
Topic: Why do quants like closed-form solutions?
Replies: 66
Views: 231714

### Why do quants like closed-form solutions?

<t>Maybe a newbie point of view may help.For a quant, I guess closed-form refer to analytical expressions which are more or less difficult to implement in a computer but are faster to evaluate than the underlying experiment they refer to. Like ln2 for instance.Another advantage comes when one tries ...
September 6th, 2007, 2:29 pm
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 81
Views: 225390

### Mathematica vs Matlab vs Maple, discuss

<t>QuoteOriginally posted by: AlanCan anyone match or beat either of these running times?If so what's your setup? (Matlab/Mathematica Version #, CPU, Brand, Model, Op. Sys., Memory)Matlab---------------------------M = rand(300,300);t=0.25; T=2;tic; inv(M) * (expm(-t*M) - expm(-T*M)); toc;Elapsed tim...
September 6th, 2007, 8:43 am
Forum: The Quantitative Finance FAQs Project
Topic: Mathematica vs Matlab vs Maple, discuss
Replies: 81
Views: 225390

### Mathematica vs Matlab vs Maple, discuss

<t>QuoteOriginally posted by: AlanCan anyone match or beat either of these running times?If so what's your setup? (Matlab/Mathematica Version #, CPU, Brand, Model, Op. Sys., Memory)Matlab---------------------------M = rand(300,300);t=0.25; T=2;tic; inv(M) * (expm(-t*M) - expm(-T*M)); toc;Elapsed tim...
September 3rd, 2007, 11:13 am
Forum: Careers Forum
Topic: Should I quit my Phd? Advise needed...
Replies: 28
Views: 69212

### Should I quit my Phd? Advise needed...

<t>QuoteOriginally posted by: Ceres629I'm currently near the end of my second year in a physics phd in the UK, and to be honest, it is not going very well at all... Being depressed during second year summertime is a constant. But if it has been like that for two years, there must be something wrong,...
September 2nd, 2007, 5:38 pm
Forum: Programming and Software Forum
Topic: Boost Random Number Library
Replies: 10
Views: 67559

### Boost Random Number Library

<r>QuoteOriginally posted by: CuchulainnQuotePPS : in percentage, how much time do a QF code spend generating RNS? I wonder. [I mean generically, I guess there may be variations.] In cases of interest for me, the speed bottleneck is not in generating rns.If we take a simple 1-factor model and simula...
September 1st, 2007, 8:47 pm
Forum: Programming and Software Forum
Topic: Boost Random Number Library
Replies: 10
Views: 67559

### Boost Random Number Library

<t>QuoteOriginally posted by: CuchulainnAnyone with experience here?The nice thing about this is that we can compare oranges with oranges when benchmarking sets of numerical results. The library seems to be comprehensive and even has rand48() and lagged Fibonacci RNGs.Its use would mean less depende...
August 31st, 2007, 1:21 pm
Forum: Programming and Software Forum
Topic: Differentiation in Mathematica question
Replies: 2
Views: 66365

### Differentiation in Mathematica question

Clear[y, f, t, x, g];y[t_] := f[t];t[x_] := InverseFunction[g][x];D[y[t[x]], {x, 1}] /. {x -> g[t]}

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