SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Cuchulainn
39 minutes ago
Forum: Off Topic
Topic: World Competitiveness Rankings
Replies: 113
Views: 159474

Re: World Competitiveness Rankings

2019 Happy countries

1. Finland
2. Denmark
3. Norway
4. Iceland
5. The Netherlands

same old story.
by Cuchulainn
Today, 10:45 am
Forum: Off Topic
Topic: All about Cats
Replies: 689
Views: 34571

Re: All about Cats

An attempt at a joke, strictly speaking.
Too late to say that. It was biting satire in the true Molière style. Many people didn't get it.

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by Cuchulainn
Today, 9:09 am
Forum: Off Topic
Topic: All about Cats
Replies: 689
Views: 34571

Re: All about Cats

Fake mews: 'Brexit' the cat was a joke, French minister says

https://www.rte.ie/news/newslens/2019/0 ... t-the-cat/


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by Cuchulainn
Today, 9:00 am
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 176
Views: 2510

Re: Brexit - the last 50 days

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by Cuchulainn
Yesterday, 8:41 pm
Forum: Careers Forum
Topic: Education advice for a wannabe quant
Replies: 2
Views: 53

Re: Education advice for a wannabe quant

Welcome to Wilmott.
by Cuchulainn
Yesterday, 8:28 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 159
Views: 3265

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

Try linear regression with L2 loss, but at every step select randomly a subset of (x, y) pairs. Input data: [$](x_1,y_1),...,(x_n,y_n)[$], [$]n[$] yuge? 1. Take into account model errors in [$]x_j[$] as well as in [$]y_j[$], [$]j = 1,...,n[$]? 2. Input data is uniformly generated? 3. Mini-batch uni...
by Cuchulainn
Yesterday, 8:07 pm
Forum: Technical Forum
Topic: Riemann zeta function finance, much used?
Replies: 3
Views: 286

Re: Riemann zeta function finance, much used?

?
much other use off the Riemann zeta function in finance? 

RZ -> prime number -> RNG -> MC path -> the price

Not a shock.
by Cuchulainn
Yesterday, 4:36 pm
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 176
Views: 2510

Re: Brexit - the last 50 days

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by Cuchulainn
Yesterday, 3:04 pm
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 176
Views: 2510

Re: Brexit - the last 50 days

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by Cuchulainn
Yesterday, 1:46 pm
Forum: Politics Forum
Topic: Are you ready for Brexit?
Replies: 255
Views: 3538

Re: Are you ready for Brexit?

Cannie have everything, I suppose.
by Cuchulainn
Yesterday, 12:32 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 385
Views: 14358

Re: If you are bored with Deep Networks

Doing a bit of browsing on this topic. One thing I notice is that the vanishing and exploding gradient problems and their resolution seem an active research area. A bit of a culture shock .. At one level we can see LSTM as a fancy-pants name for a fix of VGP. It is primarily a numerical problem caus...
by Cuchulainn
March 18th, 2019, 7:54 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 1921
Views: 80881

Re: Stupid question of the day

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by Cuchulainn
March 18th, 2019, 3:31 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 1921
Views: 80881

Re: Stupid question of the day

That's a good one as well.
by Cuchulainn
March 18th, 2019, 3:20 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 1921
Views: 80881

Re: Stupid question of the day

Am invited to an Arabian Nights theme party. What can I wear that isn’t insulting or cultural appropriation? Or should I just drop these friends? Clearly they are not as woke as I.
Morris dancer.
by Cuchulainn
March 18th, 2019, 2:49 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 159
Views: 3265

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

The line search for deterministic case is a solved problem, isn't it? I don't really know. Don't know enough to say But have a look at this article by Bill Hager who is a numerical analyst. Granted its nonlinear CGM but still http://people.cs.vt.edu/~asandu/Public/Qual2011/Optim/Hager_2006_CG-surve...
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