looks like this is the solution( combination of fft and fft2 )function y=perform_convolution( image, filter ) [M,N] = size( image ); y = ifft( abs( fft(image(:,)) .* abs( fft2( filter',M, N ) ) );

<t>i realize that this is not exactly a finance question, but i know most people reading this know matlab, and there are probably some engineers here so i was hoping for an answer to this question.i am trying to perform a wavelet decomposition to an image. for simplicity, lets say i am trying to app...

<r>I didn't think John Arnold was the executioner, I just read that he was on the opposite of all of Amaranth's (Hunter's) trades at the time. <URL url="http://www.marketwatch.com/News/Story/4wVjZrDjWsN7xl5ZlvmW16H?siteid=mktw&dist=TNMostMailedLast"><LINK_TEXT text="http://www.marketwatch.com/Ne...

<r>I never understood why so much energy trading was done in Houston. the city really sucks, and I can't see what advantage you would from trading from there. I understand a lot of the traders work for the oil companies, and I believe Southwest is based out of Houston, and they definitely seemed to ...

<r>you are probably better off surfing around all of them (bloomberg, wsj, economist) plus reading blogs likehttp://bigpicture.typepad.com/<URL url="http://globaleconomicanalysis.blogspot.com/http://mjperry.blogspot.com/etc"><LINK_TEXT text="http://globaleconomicanalysis.blogspot. ... ot.com/etc">ht...

LSEstat,I am just curious what type of job opportunities have you seen with your background.The reason I ask is because I am in the process of finishing the same sequenceMS Applied Mathematics --> MBAI was hoping to eventually get an intership on a trading desk and the go from there.Thanks

<t>ok, i get what you are saying.so the expectation is zero becuase W(t) is continuous, and when you turn the integral into a summation, and let the the number of partitions (n) go to infinity,the max [W(t_j+1) - W(t_j)] for 0 < k < n-1 goes to zero, making the entire summation go to zero also ?? </t>

Why is the following integral equal to zerointegral(0,T) { W^3(t) dW(t) }where W(t) is Brownian motion and W^3(t) is Brownian motion cubed.Thanks

<t>I am having trouble understanding a concept from Shreve Volume II (page 148 on the bottom)The text says the following:"If alpha and theta are const, we have the usual geometric Brownian motion model, and the distribution of S(t) is log-normal. In the case where alpha and theta are constant,S(t) =...

ya, and if your attempting to use boost,quantlib,and cygwin with g++ (like me), you seemed to be screwed

<t>i disagree, that site sucks becuase it only compiles the boost libraries for microsoft enviroments, unless i am missing something.also, i recently re-formated my computer and was having build errors when i was trying to compile bjam with gcc ( if i am correct bjam was written in c)i couldnt find ...

Double Post

John Arnold made a boat-load last year also. He was on the other side of Brian Hunter's Amaranth natural gas trades. We all know how that turned out.

<r>I am trying to solve problem:shreve volume II: page 119, problem 3.6 (ii)Here is a link to the page in the google book: <URL url="http://books.google.com/books?id=9ffiTWQiDRYC&printsec=frontcover&dq=stochastic+calculus+for+finance+II&lr=&sig=LHIYj3W6qXwXVYZ9s22MHXWBuuA#PPA119,M1My...

I believe the correct english is "if you have guts".Maybe you should focus on getting an english tutor in your free time, rather than giving out FE advice.