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by kilimanjaro
July 7th, 2008, 12:40 am
Forum: Student Forum
Topic: What are Banach spaces and why are they useful in quant finance?
Replies: 32
Views: 56132

What are Banach spaces and why are they useful in quant finance?

<t>QuoteOriginally posted by: CrashedMintHmmm... Is there a intuitive explanation on Banach spaces...to get me started? I tried to look it up in some math books and understand nothing.I don't know anything about finance and hardly any mathematics, but here's my take on the subject.Maybe you would li...
by kilimanjaro
August 8th, 2007, 10:26 pm
Forum: Book And Research Paper Forum
Topic: Math PhD Book List
Replies: 4
Views: 69663

Math PhD Book List

This looks sort of like a standard prelim sequence except with less topology. You'd probably cover the material in all of those books in a single year at grad school (minus a few topics, like knot theory or some of the analysis).
by kilimanjaro
July 13th, 2007, 1:02 am
Forum: Careers Forum
Topic: Which operating system is used the most?
Replies: 22
Views: 71039

Which operating system is used the most?

<t>I don't think the term "high performance computing" is usually associated with gaming machines. Don't get me wrong, the past 15 years has had a trend towards COTS (commodity off-the-shelf) clusters, but even so there is still work done on both specialilized supercomputers and workstations. There ...
by kilimanjaro
July 10th, 2007, 3:39 am
Forum: Book And Research Paper Forum
Topic: News mining agent for automated stock trading?
Replies: 1
Views: 70221

News mining agent for automated stock trading?

<r><URL url="http://smealsearch2.psu.edu/cache/papers/Business/1305/http:zSzzSzwww.ece.utexas.eduzSz~guruzSznews_mining_agent.pdf/copyright-by-gurushyam-hariharan.pdf/Google"><LINK_TEXT text="http://smealsearch2.psu.edu/cache/paper ... pdf/Google">http://smealsearch2.psu.edu/cache/papers/Business/13...
by kilimanjaro
July 8th, 2007, 10:10 pm
Forum: Student Forum
Topic: Axiom of Choice and Field Extensions
Replies: 4
Views: 69168

Axiom of Choice and Field Extensions

<t>QuoteOriginally posted by: CuchulainnI think the Axiom of Choice is hardly ever needed in 'any' real life. If you are doing a PhD on the foundations of mathematics you might need it but not otherwise. Don't bother. kili,What is your interest in AOC? QuoteDedekind used cuts to prove the completene...
by kilimanjaro
July 6th, 2007, 9:38 pm
Forum: Student Forum
Topic: Axiom of Choice and Field Extensions
Replies: 4
Views: 69168

Axiom of Choice and Field Extensions

<t>I was reading some old threads and there was one (I don't have the link on hand, I can probably try to find it) where N was arguing that the AoC is illegitimately applied by measure theory and other stuff when dealing with the reals. He didn't really spell out the details behind his argument, so ...
by kilimanjaro
July 5th, 2007, 12:23 am
Forum: Careers Forum
Topic: PhD Direction
Replies: 16
Views: 72151

PhD Direction

QuoteOriginally posted by: ZmeiGorynychStay away from chaos theory and complex systems. Bunch of rubbish, almost as bad as string theory.Would you please elaborate?
by kilimanjaro
May 12th, 2007, 4:21 pm
Forum: Programming and Software Forum
Topic: Improve your code for Quad cores
Replies: 2
Views: 72781

Improve your code for Quad cores

<t>QuoteOriginally posted by: CuchulainnWhat kind of speedup would be needed/expected for quadcore?On a duo-core, our MC simulator was optimised 1) sequential 2) OpenMP. For the latter we got a speedup of 80% (1.8) which is almost superlinear. Will speedup on 4-core be 3.6?It's not a free lunch? At ...
by kilimanjaro
April 29th, 2007, 2:11 am
Forum: Student Forum
Topic: Tutor in NYC
Replies: 10
Views: 73773

Tutor in NYC

<t>QuoteOriginally posted by: meteorkilimanjaro, it seems that you know fxjunkie. I don't think it is really nice from you to treat a newbie and a girl like that...by revealing to the whole wilmott community that fxjunkie has capilarity problems.I don't know her but she seems to (be flexible, which ...
by kilimanjaro
April 27th, 2007, 12:34 am
Forum: Student Forum
Topic: Tutor in NYC
Replies: 10
Views: 73773

Tutor in NYC

meteor, if you plan on putting a fxjunkie in a schoolgirl outfit, you better shave his legs first.Repeat after me: "Bad boy's must be disciplined."
by kilimanjaro
April 22nd, 2007, 2:59 am
Forum: Careers Forum
Topic: Is it hard for a CFA Charterholder with no quant background to make a switch into quant analysis area
Replies: 7
Views: 81328

Is it hard for a CFA Charterholder with no quant background to make a switch into quant analysis area

QuoteOriginally posted by: KackToodlesIs it hard for a life-long couch potato with no athletic background to make a switch into professional marathon racing area?Don't worry Kack, I have faith in you!
by kilimanjaro
April 19th, 2007, 7:29 pm
Forum: Programming and Software Forum
Topic: Prolog Language Use in QF?
Replies: 9
Views: 74850

Prolog Language Use in QF?

<t>Logic programming is inherently way more parallel than anything you would do in C++ (unless you were writing nondeterministic search in C++). Prolog itself is pretty old-hat; people these days want constraint logic programming, tabled logic programming, inductive logic programming, etc. Sure, peo...
by kilimanjaro
April 10th, 2007, 1:36 am
Forum: Careers Forum
Topic: What's this job about
Replies: 5
Views: 74998

What's this job about

<t>QuoteOriginally posted by: movieloveRecently I saw a job post. It describes the job asto oversee intelligent database application running complex text and numerical queries in order to generate new event-driven investment ideas in real time. no specific programming/coding will be needed, but the ...
by kilimanjaro
April 4th, 2007, 3:59 am
Forum: Programming and Software Forum
Topic: OCAML and F#
Replies: 4
Views: 76380

OCAML and F#

<t>Ocaml supports the same interactive functionality and would generally perform faster than F#. It gives you more options w.r.t. platform, and there has been significantly more work for supporting scientific computing with ocaml than with any .net language. The native toolset is also very strong. I...
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