SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Cuchulainn
January 25th, 2020, 12:52 pm
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 82
Views: 10490

Re: Are You Ready for Some Rugby?

Trackstar will remember this

www.youtube.com/watch?v=15z5cp4oYOU
by Cuchulainn
January 24th, 2020, 8:34 pm
Forum: Forum and Website Bugs and Suggestions
Topic: thread move request
Replies: 7
Views: 7724

Re: thread move request

hi adminkindly move this thread to the student forum
https://forum.wilmott.com/viewtopic.php?f=4&t=102210&p=853488#p853488
by Cuchulainn
January 24th, 2020, 8:33 pm
Forum: Student Forum
Topic: Practice to theory (Students)
Replies: 11
Views: 339

Re: Practice to theory (Students)

Good to know the wiring is in place, 
If maths is useless for finance then why study maths.


This thread belongs In Student forum.
by Cuchulainn
January 24th, 2020, 6:55 pm
Forum: Off Topic
Topic: norway
Replies: 448
Views: 54302

Re: norway

Norwegian smugglers

by Cuchulainn
January 24th, 2020, 6:53 pm
Forum: Off Topic
Topic: norway
Replies: 448
Views: 54302

Re: norway

But I bet they don't know how to model gas flow in pipes!
by Cuchulainn
January 24th, 2020, 6:22 pm
Forum: Student Forum
Topic: Dimensionality of Monte Carlo
Replies: 14
Views: 466

Re: Dimensionality of Monte Carlo

2d pdes are easier to solve than 1.4999 pde!
Very true. Sometimes you can treat 1.4999 as 2 - [$]\epsilon[$], where [$]\epsilon[$] is a perturbation
Same as Hausdorff dimension?
https://en.wikipedia.org/wiki/Hausdorff_dimension
by Cuchulainn
January 24th, 2020, 5:24 pm
Forum: Student Forum
Topic: Dimensionality of Monte Carlo
Replies: 14
Views: 466

Re: Dimensionality of Monte Carlo

Perhaps we can conclude from this discussion that the concept of dimensionality is not particularly useful in this context? Depends of course the dimension is integral or not! On a follow-on remark, can we not just ban all nouns completely and replace them by verbs as proposed by Swift's Laputan pr...
by Cuchulainn
January 24th, 2020, 5:21 pm
Forum: Student Forum
Topic: Dimensionality of Monte Carlo
Replies: 14
Views: 466

Re: Dimensionality of Monte Carlo

2d pdes are easier to solve than 1.4999 pde!
Very true. Sometimes you can treat 1.4999 as 2 - [$]\epsilon[$], where [$]\epsilon[$] is a perturbation
Epsilon is also yugely overloaded, see e.g. [$]\varepsilon[$] :-)
by Cuchulainn
January 24th, 2020, 5:14 pm
Forum: Student Forum
Topic: Practice to theory (Students)
Replies: 11
Views: 339

Re: Practice to theory (Students)

C++ is king. 

https://quantnet.com/cpp/

BTW how do you think that mathematics is useful in finance? What's your favourite maths areas?
by Cuchulainn
January 24th, 2020, 2:42 pm
Forum: Brainteaser Forum
Topic: BlackJack game
Replies: 25
Views: 822

Re: BlackJack game

Central heating?
by Cuchulainn
January 24th, 2020, 12:37 pm
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 82
Views: 10490

Re: Are You Ready for Some Rugby?

In think tw and trackstar will like this (Phil Bennett)

https://www.youtube.com/watch?v=-pbmrKh4gAk

yeah, I never liked the rugby style of the Sasanaigh. 
by Cuchulainn
January 24th, 2020, 12:16 am
Forum: Student Forum
Topic: Dimensionality of Monte Carlo
Replies: 14
Views: 466

Re: Dimensionality of Monte Carlo

2d pdes are easier to solve than 1.4999 pde!
by Cuchulainn
January 23rd, 2020, 8:35 pm
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 18
Views: 49592

Re: About solving a transport equation

The OP post (deleted) is similar  to the rather innocuous-looking degenerate pde that crops up here and there [$]\frac{\partial u}{\partial t} - (1-y)^2\frac{\partial u}{\partial y}  = 0 [$] on the interval [$](0,1)[$] (1) with initial condition [$]u(y,0) = f(y)[$] on the interval [$](0,1)[$] (2) Qu...
by Cuchulainn
January 23rd, 2020, 8:13 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 501
Views: 35331

Re: If you are bored with Deep Networks

Despite some evidence for top-down connections in the brain, there does not appear to be a global objective that is optimized by backpropagating error signals. Instead, the biological brain is highly modular and learns predominantly based on local information.  https://arxiv.org/pdf/1905.11786.pdf ...
by Cuchulainn
January 23rd, 2020, 7:56 pm
Forum: Off Topic
Topic: norway
Replies: 448
Views: 54302

Re: norway

That’s not a very happy cat. I’ll do the public service translation:

Now, how does it feel to be back from vacation? —- Thousands of new opportunities at FINN Job!
Tusenvis is not thousands of fish??
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