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by akimon
December 28th, 2015, 6:08 pm
Forum: Off Topic
Topic: Fake Kanji
Replies: 1
Views: 1590

Fake Kanji

I trained an algorithm to dream up fake Chinese characters by training it on a stroke-order database of Chinese characters.
by akimon
August 20th, 2015, 2:15 am
Forum: Off Topic
Topic: ōtorography
Replies: 1
Views: 1871

ōtorography

my generative art exhibition.
by akimon
April 25th, 2015, 8:30 am
Forum: Off Topic
Topic: agents avoiding planks: survival of the fittest
Replies: 8
Views: 2989

agents avoiding planks: survival of the fittest

<t>QuoteDo the agents interact in any way? Could an agent evolve/learn to escape destruction by herding another agent into a plank? Perhaps this may be similar to certain evil traders who engineer a blowup of a colleague's book so they get a bigger share of the bonus pool?I've thought about changing...
by akimon
April 25th, 2015, 7:07 am
Forum: Off Topic
Topic: agents avoiding planks: survival of the fittest
Replies: 8
Views: 2989

agents avoiding planks: survival of the fittest

they are controlled by a neural network that has been evolved to adapt
by akimon
April 25th, 2015, 4:44 am
Forum: Off Topic
Topic: agents avoiding planks: survival of the fittest
Replies: 8
Views: 2989

agents avoiding planks: survival of the fittest

my latest creation.
by akimon
April 6th, 2015, 9:44 am
Forum: Off Topic
Topic: recurrent neural networks and self-learning agents
Replies: 22
Views: 4684

recurrent neural networks and self-learning agents

<t>QuoteOriginally posted by: ThinkDifferentyes, true. akimon's game and blog are pretty cool, i must say.QuoteOriginally posted by: exneratunriskIt's fantastic akimon.I understand, your object of desire is a trader robot beating all markets?Actually, my desire is to retire and live on a beach or ne...
by akimon
April 4th, 2015, 6:24 am
Forum: Off Topic
Topic: recurrent neural networks and self-learning agents
Replies: 22
Views: 4684

recurrent neural networks and self-learning agents

<t>QuoteBut here's the final kicker: the collection of counterparties is also a distributed adaptive learning system with each counterparty potentially being a neuron in that broader network. To truly succeed, the first neural net must be larger and deeper than the sum total of all neural nets that ...
by akimon
April 3rd, 2015, 11:46 am
Forum: Off Topic
Topic: recurrent neural networks and self-learning agents
Replies: 22
Views: 4684

recurrent neural networks and self-learning agents

<t>trackstar, the point is to try to beat them by controlling the blue bloke with your keyboard arrows :)tagoma, outrun, you can find out how I trained them by clicking on the link on the top right for a little blog post on the subject!certainly more fun coding up some AI in JS than trading bond fut...
by akimon
April 3rd, 2015, 10:33 am
Forum: Off Topic
Topic: recurrent neural networks and self-learning agents
Replies: 22
Views: 4684

recurrent neural networks and self-learning agents

this is going to change everything.swaption.netand it's going to kick your ass.happy easter everyone!
by akimon
February 10th, 2006, 11:06 am
Forum: Careers Forum
Topic: Qs about headhunters
Replies: 5
Views: 119645

Qs about headhunters

you should go for the best job for you. your HH should never come into the slightest of consideration.your HH will tell you that his job is the shit, and that your other job is shit. that's the game.you really need to seek a *true* unbiased opinion about both jobs before making your choice.
by akimon
February 8th, 2006, 2:24 pm
Forum: Careers Forum
Topic: Interest rate models relevent for interviews?
Replies: 21
Views: 124689

Interest rate models relevent for interviews?

£3K+ for a course?! that's enough dough for these guys to bribe (er.. "convince" and provide entertainment to) someone to give them jobs.
by akimon
February 8th, 2006, 12:03 am
Forum: Technical Forum
Topic: Asian Option Model
Replies: 6
Views: 120977

Asian Option Model

i think it's divide the vol by sqrt(3) or something like that and plug it into black scholes to get asian call price on geometric avg
by akimon
February 6th, 2006, 5:05 pm
Forum: Careers Forum
Topic: How about the Financial mathematics in university of western ontario
Replies: 27
Views: 125494

How about the Financial mathematics in university of western ontario

<t>QuoteThey changed the name in 1973 and picked wilfrid laurier so they could keep the same initials(and isn't wilfred a girl's name ? changing the "e" to "i" doesn't make it any less gay)Now you are making fun of one of the founding fathers of the great white north! FYI, wilfrid laurier is also th...
by akimon
February 6th, 2006, 1:37 pm
Forum: General Forum
Topic: Capped floater with put feature
Replies: 6
Views: 120805

Capped floater with put feature

<t>i understand your point, not saying the investor should always exercise, but by following that suboptimal strategy you can find the bounds of the price of the bond without using a model.most of the versions i've dealt were callable rather than puttable by the issuer. bond pays Libor + xx bp, capp...
by akimon
February 6th, 2006, 1:12 pm
Forum: Careers Forum
Topic: How about the Financial mathematics in university of western ontario
Replies: 27
Views: 125494

How about the Financial mathematics in university of western ontario

ppauper is just joking about the nameWLU stands for Wilfrid Laurier University. It is one of the easier schools to get into, not known for having strong admissions standards.
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