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by nwhitehe
August 3rd, 2011, 10:30 pm
Forum: Programming and Software Forum
Topic: Payoff Languages
Replies: 28
Views: 31391

Payoff Languages

<t>They do mention LexiFi in the paper by Frankau et al referenced in the talk.QuoteLater work (Peyton Jones et al., 2000; Peyton Jones & Eber, 2003) used Haskellto allow payouts to be defined in an abstract functional language and to providemultiple interpretations of the products. This work wa...
by nwhitehe
July 26th, 2011, 8:54 pm
Forum: Numerical Methods Forum
Topic: Sobol Numbers
Replies: 3
Views: 23181

Sobol Numbers

<t>I can vouch for the goodness of the direction vectors on the site you referenced. For the CURAND random number generation library in the CUDA Toolkit, we initially took the buggy numbers from before June 2010. As we added tests we started seeing problems, then we went back and saw that the data s...
by nwhitehe
July 23rd, 2011, 12:41 am
Forum: Book And Research Paper Forum
Topic: API Design for C++ by Martin Reddy
Replies: 5
Views: 23987

API Design for C++ by Martin Reddy

Got my copy yesterday, it's good so far.
by nwhitehe
May 10th, 2011, 10:45 pm
Forum: Numerical Methods Forum
Topic: Computing the zeroes of Bessel functions
Replies: 13
Views: 24869

Computing the zeroes of Bessel functions

<t>You might also look at John Harrison, "Fast and Accurate Bessel Function Computation", ARITH2009. He has asymptotic expansions for J_0, Y_0, J_1, Y_1 that are better than Abramowitz & Stegun's. He uses them to get high precision function values, but they can also be used to get high precision...
by nwhitehe
May 3rd, 2011, 8:53 pm
Forum: General Forum
Topic: Comments welcome (version 1)
Replies: 34
Views: 25132

Comments welcome (version 1)

<t>I think it is "reapply" and "reapplying", I saw it spelled with one "p" a few places.I don't get what this paper has to do with Fukushima. A few paragraphs or a citation directly explaining the relevance would be helpful. In general it would be nice to know when to apply the regress argument and ...
by nwhitehe
March 28th, 2011, 6:06 pm
Forum: Programming and Software Forum
Topic: Buying a domain
Replies: 11
Views: 23404

Buying a domain

<t>Learned from experience - don't try to be tricky, just find a good hosting provider and use them to buy your domain name. It costs SLIGHTLY more, but it saves you time and aggravation. Some problems I've had in the past: fiddling with DNS settings, forgetting about domain names I own, old credit ...
by nwhitehe
March 6th, 2011, 1:04 am
Forum: Book And Research Paper Forum
Topic: The Winners and Losers of the Zero-Sum Game
Replies: 4
Views: 27737

The Winners and Losers of the Zero-Sum Game

<t>I got the book and have been reading it. It's excellent, lots of good insight into how markets actually work and who all the participants are and why they do the things they do. Based on my own very limited understanding, the book is surprisingly applicable to electronic trading and high-frequenc...
by nwhitehe
March 3rd, 2011, 8:01 pm
Forum: Programming and Software Forum
Topic: Faster than O(n) min & max of time series
Replies: 15
Views: 26312

Faster than O(n) min & max of time series

<t>Here's a thought about the problem, not a full solution yet though.Construct a binary tree. The root node contains the min and max values and their locations within [0,now]. The left side records the min and max values and locations on [0,now/2]. The right side records the min/max for the interva...
by nwhitehe
March 3rd, 2011, 3:12 am
Forum: Careers Forum
Topic: Compensation: Dev. position in technology firm v/s Technology position in a financial firm
Replies: 19
Views: 24217

Compensation: Dev. position in technology firm v/s Technology position in a financial firm

I would never hire someone that didn't care about work content, work environment, or work hours. I'm on the tech side. Just a data point.
by nwhitehe
February 20th, 2011, 6:38 pm
Forum: Book And Research Paper Forum
Topic: The Winners and Losers of the Zero-Sum Game
Replies: 4
Views: 27737

The Winners and Losers of the Zero-Sum Game

Thanks acastaldo and bearish. I ordered the Trading and Exchanges book, looks good.Any recommendations for up-to-date books or papers on electronic trading along similar lines?
by nwhitehe
February 18th, 2011, 11:28 pm
Forum: Book And Research Paper Forum
Topic: The Winners and Losers of the Zero-Sum Game
Replies: 4
Views: 27737

The Winners and Losers of the Zero-Sum Game

Found this paper by Lawrence Harris, The Winners and Losers of the Zero-Sum Game.It seems interesting, but it's old and I don't have enough wisdom to know if it's true or just one guy's view. Anyone with more experience have opinions on this paper?
by nwhitehe
February 14th, 2011, 7:18 pm
Forum: Programming and Software Forum
Topic: Fast and accurate computation of inverse normal cdf in C++, Java and C#
Replies: 26
Views: 32218

Fast and accurate computation of inverse normal cdf in C++, Java and C#

<r>Accuracy requirements can also make a big difference. If you don't need accuracy down to the last bit, you can sometimes radically speedup functions.As an example, here is a *legendary* routine for a quick inverse square-root.Read the story about it here:<URL url="http://www.beyond3d.com/content/...
by nwhitehe
February 11th, 2011, 4:54 am
Forum: Programming and Software Forum
Topic: Coridium ARMmite compared to Parallax Propeller - Any thoughts?
Replies: 13
Views: 23567

Coridium ARMmite compared to Parallax Propeller - Any thoughts?

<t>The UBW32 is the "DIY hobbyist" version of the official Microchip eval boards. The advantages are that it is cheap ($40), lots of functionality, and fits into breadboards once you solder in the pins. The disadvantages are that it requires more fiddling, and it's not guaranteed to work with all of...
by nwhitehe
February 11th, 2011, 12:58 am
Forum: Programming and Software Forum
Topic: Coridium ARMmite compared to Parallax Propeller - Any thoughts?
Replies: 13
Views: 23567

Coridium ARMmite compared to Parallax Propeller - Any thoughts?

<t>QuoteOriginally posted by: farmerCan you list the things that make this a better option compared to just using a Microchip controller?The PIC32 is a Microchip controller (isn't it?). If you mean, why is the PIC32 better than the older PICs, for my case it was RAM and processing speed. The PIC32 i...
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