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by JohnLeM
February 28th, 2021, 9:09 am
Forum: Numerical Methods Forum
Topic: Universal Approximation theorem
Replies: 306
Views: 98009

Re: Universal Approximation theorem

For historical purposes, we should all remind what happen when you build an house on ricketty foundations, as the Universal Approximation Theorem is for numerical applications. Cohorts of researchers and practitionners today using neural networks should try to  read this article , and should be fasc...
by JohnLeM
February 28th, 2021, 8:26 am
Forum: General Forum
Topic: Martingale Correction
Replies: 15
Views: 5160

Re: Martingale Correction

My two cents too: this can work only for martingale processes. I don't know G2++, but it seems that it is not a martingale process ? Could this explain the 3% diff ?
Considering Sobol or Halton, I think we can provide sequences that outperforms them.
by JohnLeM
February 26th, 2021, 4:40 pm
Forum: Numerical Methods Forum
Topic: Swish function call payoff approximation
Replies: 8
Views: 7221

Re: Swish function call payoff approximation

The  swish function  looks a lot like a call payoff, but is differentiable at x=0 (aiding back propagation in neural network calibration).   I understand that this function can help neural network calibration. But if you need to model a true call function, it might indicate that neural networks are...
by JohnLeM
February 14th, 2021, 12:55 pm
Forum: Numerical Methods Forum
Topic: Saint Valentine day for mathematicians
Replies: 4
Views: 4768

Re: Saint Valentine day for mathematicians

@Cuchulainn: you just found our choregraphy for our 23th February talk. Congratulations !
@Katastrofa : would you like to join us ?
by JohnLeM
February 14th, 2021, 10:00 am
Forum: Numerical Methods Forum
Topic: Saint Valentine day for mathematicians
Replies: 4
Views: 4768

Saint Valentine day for mathematicians

I thought that single hearted mathematicians could appreciate this small algorithm, as I put a lot of love in it ;) 
by JohnLeM
February 11th, 2021, 7:36 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 917
Views: 199186

Re: End of bitcoin?

Then, of course, there's the infamous Craig Wright (the putative 1/2-Satoshi), who apparently lost the private key that he shared with his late partner Dave Kleiman (the other putative 1/2-Satoshi) to 1 million bitcoins. Wasn't JohnLeM looking to give a Darwin award to a mathematician? Well -- ther...
by JohnLeM
February 8th, 2021, 1:33 pm
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Re: Darwin awards for mathematicians ?

You can find more suspects here. https://genealogy.math.ndsu.nodak.edu/ It's very easy to forget the names of mathematicians especially if you didn't know them in the first place, especially ML where some (not all) think Marvin Minsky is the inventor of mathematics. Mmmh...I just saw that my thesis...
by JohnLeM
February 8th, 2021, 1:18 pm
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Re: Darwin awards for mathematicians ?

Godel and Nash shared mental illness, but  produced correct theories AFAIK. By the way, I read that " Einstein and Morgenstern accompanied Gödel to his  U.S. citizenship  exam, where they acted as witnesses. Gödel had confided in them that he had discovered an inconsistency in the  U.S. Consti...
by JohnLeM
February 8th, 2021, 11:30 am
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Re: Darwin awards for mathematicians ?

small typo
It seems that I am rewarding the valourous hound of Ulster with the same stubborn typo as for Nicholson, sorry for that. Corrected !
by JohnLeM
February 7th, 2021, 5:06 pm
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Re: Darwin awards for mathematicians ?

You can find more suspects here. https://genealogy.math.ndsu.nodak.edu/ It's very easy to forget the names of mathematicians especially if you didn't know them in the first place, especially ML where some (not all) think Marvin Minsky is the inventor of mathematics. I did not knew that there was an...
by JohnLeM
February 7th, 2021, 9:53 am
Forum: Programming and Software Forum
Topic: C++20
Replies: 27
Views: 18575

Re: C++20

I am looking to this. Thank you @Cuchullain, nice to have a C++ refresher !
by JohnLeM
February 7th, 2021, 9:36 am
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Re: Darwin awards for mathematicians ?

Godel and Nash shared mental illness, but  produced correct theories AFAIK. By the way, I read that " Einstein and Morgenstern accompanied Gödel to his  U.S. citizenship  exam, where they acted as witnesses. Gödel had confided in them that he had discovered an inconsistency in the  U.S. Consti...
by JohnLeM
February 6th, 2021, 5:39 pm
Forum: Numerical Methods Forum
Topic: Darwin awards for mathematicians ?
Replies: 18
Views: 8196

Darwin awards for mathematicians ?

Is there any equivalent of Darwin awards for mathematicians ? I think that it does not. So, should we propose one ? If yes, we have to give it a name. Any suggestions ? Here is a first interesting link, would you like to start discussing this topic.
by JohnLeM
February 6th, 2021, 11:56 am
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 574
Views: 135715

Re: If you are bored with Deep Networks

Enter The AI Auditors https://venturebeat.com/2021/01/30/what-algorithm-auditing-startups-need-to-succeed/ little chinks in the armour? Audit is the future and real added value of deep learning methods in Finance. We provide now algorithmic tools and expertise in that field.  10000x faster than ANN...
by JohnLeM
February 4th, 2021, 5:46 pm
Forum: Numerical Methods Forum
Topic: Universal Approximation theorem
Replies: 306
Views: 98009

Re: Universal Approximation theorem

@Latin: They taught us the Catholic liturgy in Latin at school. I got special treatment. Ora pro nobis pecatrollibus nunc et i hora mortis nuestre.
I have very few latin memories, but isn't it "Ora pro nobis pecatorribus nunc et in hora mortis nostrae" ?
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