SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 471 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 32
by JohnLeM
January 15th, 2021, 2:34 pm
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 32
Views: 6583

Re: 100 millions time faster than ODE methods

How can someone even write 150K lines of proper code?
I wrote much more than 150 k code lines :/
by JohnLeM
November 30th, 2020, 6:54 pm
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 78
Views: 4887

Re: Monotone Schemes: what are they and why are they good?

@Cuchulainn : I am reading a quite good book over these topics : Matrix Iterative Analysis by Richard S. Varga. It is a book from 1962, updated in 1999. The whole chapter 3 is dedicated to M and H matrices, Chapter 8 to their use in parabolic problems. You should appreciate most of the other chapter...
by JohnLeM
November 1st, 2020, 7:44 pm
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

Thanks!   "Akima" has a lot of meanings in google, could you provide more details please? I found this paper https://www.researchgate.net/publication/230676080_Nonnegativity-_Monotonicity-_or_Convexity-Preserving_Cubic_and_Quintic_Hermite_Interpolation (I haven't looked it yet).  "Do you want monot...
by JohnLeM
October 31st, 2020, 1:24 pm
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

Polynomial extrapolation; what's that? I meant : mixing any classical interpolation, as one of those quoted above or other ones (as predictor / corrector methods - I implemented them with fortran as I served French army 30 years ago, they were quite good at predicting planes trajectories), together...
by JohnLeM
October 31st, 2020, 11:55 am
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

To better visualize observed data, we also continually update a curve-fitting exercise to summarize COVID-19's observed trajectory. Particularly with irregular data, curve fitting can improve data visualization. As shown, IHME's mortality curves have matched the data fairly well. pic.twitter.com/Nt...
by JohnLeM
October 31st, 2020, 10:15 am
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

I did. You talk about yield curve interpolation, covid interpolation, stineman interpolation. We can add monotone convex interpolation with perfect fit as asked by the owner of the post. But without the problem description, aren t we blind ?
by JohnLeM
October 31st, 2020, 9:42 am
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

Could someone suggest interpolation algorithm alternative to cubic splines? Interpolated function has to be continuous, with continuous first differential and perfect fit with input data. Hello. I can provide that quite easily with support vector machines, whatever the dimension is. Could you descr...
by JohnLeM
October 30th, 2020, 2:12 pm
Forum: Numerical Methods Forum
Topic: alternative to cubic splines
Replies: 21
Views: 2002

Re: alternative to cubic splines

Could someone suggest interpolation algorithm alternative to cubic splines? Interpolated function has to be continuous, with continuous first differential and perfect fit with input data. Hello. I can provide that quite easily with support vector machines, whatever the dimension is. Could you descr...
by JohnLeM
October 20th, 2020, 2:40 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

Sounds good. I found you :-) BTW I wonder how many DSers know all these spaces? https://upload.wikimedia.org/wikipedia/commons/thumb/d/dc/Mathematical_implication_diagram-alt-large-print.svg/560px-Mathematical_implication_diagram-alt-large-print.svg.png I sent you an aswer at your datasim address !
by JohnLeM
October 19th, 2020, 8:02 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

Sounds good. I found you :-)
True :) Ok, I'll try this. Lets go private now.
by JohnLeM
October 19th, 2020, 6:28 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

I do work with several unis' students who take my courses that I built with my own 2 hands (the courses, not the students). :)  mm...let me think...here is a proposal : I tell to my bosses that a RHKS-ML formation is a good idea to promote our framework. I already know their reaction: "great idea, ...
by JohnLeM
October 19th, 2020, 3:03 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

Sure, you have my email address. It sounds very interesting.  Actually we take the critical path B->C->D->F. I customise to suit the end game:-) // Actually, this is the first 3 years of a maths undergrad degree program, slightly watered down while keeping the punch lines in place. I see. So you do...
by JohnLeM
October 19th, 2020, 2:18 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

I like RKHS for several reasons(hard [$]\epsilon,\delta[$] analysis, Cauchy sequences, applied Functional Analysis and not much hand-waving and hot air and applications to ML.) I am thinking of a 'compact' project for a student who is taking this course. https://www.datasim.nl/onlinecourses/103/dis...
by JohnLeM
October 18th, 2020, 6:11 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

Re: How to control an artificial intelligence with Support Vector Machines

I browsed. Some constructive feedback: 1 It's quite chatty/bloggy style (not necessarily bad) and might appeal to certain reader group. 2. No maths  3. Many 3rd party links (some are broken, again) 4. Well-written technical articles with begin, middle and end + CONCRETE EXAMPLES! 5. No cats, please...
by JohnLeM
October 16th, 2020, 7:20 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 1217

How to control an artificial intelligence with Support Vector Machines

I thought that this topic could interest this forum. Text is available here, and is dedicated to kats cat !
  • 1
  • 2
  • 3
  • 4
  • 5
  • 32
GZIP: On