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by outrun
June 10th, 2018, 3:15 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 476
Views: 29983

Re: If you are bored with Deep Networks

Data augmentation is adding a-priory knowledge via extending your dataset. If you have a labeled picture of a cat then you know that you can shift it one pixel to the right and have another cat image (but if it was picture of a QR code pointing to a Spanish domain then not!). Giving more sample crea...
by outrun
June 9th, 2018, 3:19 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 476
Views: 29983

Re: If you are bored with Deep Networks

You should like this paper:  Do CIFAR-10 Classifiers Generalize to CIFAR-10? (tl&dr: Deep Learning image classifiers break under an even minor shift in the data distribution.) Could it be overcome by introducing a translation vector as an extra training parameter? That's a popular technique called ...
by outrun
June 8th, 2018, 1:40 pm
Forum: Technical Forum
Topic: Conversion of realized volatilities pdf into probability density function in Black-Scholes
Replies: 9
Views: 843

Re: Conversion of realized volatilities pdf into probability density function in Black-Scholes

Yes maybe it doable to do it analytically  if regular B&S is viewed as expected payoff: C(K) = int Pn(S,vol) F(S,K) dS - with Pn() the stock distribution at expiration having distribution parameter vol. The n stands for the fact that the returns are assumed to be normal distributed. -  F() the payof...
by outrun
June 8th, 2018, 12:57 pm
Forum: Technical Forum
Topic: Conversion of realized volatilities pdf into probability density function in Black-Scholes
Replies: 9
Views: 843

Re: Conversion of realized volatilities pdf into probability density function in Black-Scholes

Suppose you historical vol distribution has just two buckets: vol=0.20 30% of the time and vol= 0.50 70% of time, then the option price is  simply Price = 0.30*CallPrice(vol=0.2) + 0.70*Call(vol=0.5) Once you have the price you can go back to implied vol if you like. Hoever,. I see a lot of things t...
by outrun
June 8th, 2018, 12:02 pm
Forum: Brainteaser Forum
Topic: educational coinflip game
Replies: 12
Views: 2707

Re: educational coinflip game

Google is HTH
by outrun
June 7th, 2018, 9:42 pm
Forum: Brainteaser Forum
Topic: educational coinflip game
Replies: 12
Views: 2707

Re: educational coinflip game

that's what happens if player 1 picks HHH and player 2 picks THH. Either the 1st 3 tosses are H and player 1 wins or a T comes up and sooner or later player 2 wins 1/8 chance player 1 wins, 7/8 chance player 2 wins This was the exact case that happened when I explained the game to my son. He picked...
by outrun
June 7th, 2018, 1:46 pm
Forum: Brainteaser Forum
Topic: educational coinflip game
Replies: 12
Views: 2707

Re: educational coinflip game

Yes, and he can do better than 58% (for this  case where I pick HTT)  edit: I'm not sure if the THT response is sub-optimal, or if the calculation of that probability is wrong.. but I know 58% is too low.  The reasoning of "<anything>HT" includes the cases where either HTT or THT already show up ear...
by outrun
June 7th, 2018, 1:36 pm
Forum: Brainteaser Forum
Topic: educational coinflip game
Replies: 12
Views: 2707

Re: educational coinflip game

Very simple & clear reasoning!

However, your explanation doesn't cover the 1/8th probability that my HTT shows up immediately (and hence there is no "just before') and then *I* win. 
by outrun
June 7th, 2018, 12:47 pm
Forum: Brainteaser Forum
Topic: educational coinflip game
Replies: 12
Views: 2707

educational coinflip game

The game goes like this: * pick a Heads/tails pattern of length 3, e.g. "HTT" * I also pick a pattern, ..maybe "HHT" * We start flipping coins and the one who's pattern shows up first wins.  I have a strategy that will give me a higher win probability, and it goes in a circle. If you decide to pick...
by outrun
June 6th, 2018, 11:03 am
Forum: Off Topic
Topic: Random photo's
Replies: 1853
Views: 85722

Re: Random photo's

153 day old lettuce. The joy of having a vegetable drawer hidden in your fridge. Taking about vegetables: I'm at the university library and they are decorating it for a tech festival. Next to me are 6 tables where they re-do an old "let's try to grow plants on mars" experiment. The plants they are g...
by outrun
June 6th, 2018, 9:17 am
Forum: Off Topic
Topic: Random photo's
Replies: 1853
Views: 85722

Re: Random photo's

My fridge today: https://scontent-lht6-1.xx.fbcdn.net/v/t1.0-9/34397563_1930692513610607_5466286675271352320_n.jpg?_nc_cat=0&oh=c609171b3ab1ac70f245d760ff62e2ce&oe=5BAF38B2 to me, that looks like a picture of someone taking a picture of a cellphone with another cellphone That's what they want you t...
by outrun
June 6th, 2018, 8:46 am
Forum: Off Topic
Topic: Random photo's
Replies: 1853
Views: 85722

Re: Random photo's

That would be like my mind was uploaded to the fridge memory chip. Hmm, that doesn't speak well about my brain condition - human brain apparently stores petabytes. BTW, when I reseted the location to London, it showed tropical palms under a stary night sky. Sigh. Zie tricked you into "London, Kirib...
by outrun
June 6th, 2018, 7:50 am
Forum: Book And Research Paper Forum
Topic: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug
Replies: 186
Views: 143011

Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

why are people getting old, at least seems correlated to the flow of time in most cases, and I have not seen many getting younger, but correlation do not necessarily imply causality (why are so few people aware of the reversal button on the back of their head? it is like they drive a car and never ...
by outrun
June 6th, 2018, 5:43 am
Forum: Off Topic
Topic: Random photo's
Replies: 1853
Views: 85722

Re: Random photo's

What do you mean, outrun? The fridge shows the snow animation for the weather today :-) (It was terribly cold today, at most 17C, but it's certainly not a winter.) I think my IoT went loco. Perhaps the IoT sensor fell in the freezer. Is that a weather forecast it's showing? I thought it was about t...
by outrun
June 5th, 2018, 10:23 pm
Forum: Off Topic
Topic: Random photo's
Replies: 1853
Views: 85722

Re: Random photo's

It's settings > date & time, and then
Image
GZIP: On