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by tqt
May 8th, 2009, 2:06 pm
Forum: Student Forum
Topic: Wiener Integral
Replies: 6
Views: 47488

Wiener Integral

Quoteit is somewhat hard to understand the equation because it looks like you are typing in latex but with syntax error. but thank you v much. Good point. I'll try the real latex editor next time.
by tqt
April 24th, 2009, 7:27 pm
Forum: Student Forum
Topic: Wiener Integral
Replies: 6
Views: 47488

Wiener Integral

<t>Assuming phi(u) is deterministic (otherwise the process is not gaussian), if you write the integral as the limit of \sum_i phi(u_{t_i}) * (W_{t_i} - W_{{t_i-1}})over finer partitions of the form 0=t0<t1<...<tn=T, then you see the process is a gaussian (because of independent increments), its expe...
by tqt
April 24th, 2009, 2:13 pm
Forum: Brainteaser Forum
Topic: matrix transpose
Replies: 13
Views: 52711

matrix transpose

<t>lega85, both cycles approaches use the same number of swaps; every element always get swapped to the right position, so the number of swaps is less or equal than n*m-2. When no extra memory is used you certainly need to follow the cycles (without any swaps) so it would at most be of the order O(n...
by tqt
April 24th, 2009, 1:10 pm
Forum: Brainteaser Forum
Topic: matrix transpose
Replies: 13
Views: 52711

matrix transpose

Good eye! I ran several timing tests, but pasted only a few in here. Below are some more results with different gcd(n,m) values.
by tqt
April 21st, 2009, 8:08 pm
Forum: Brainteaser Forum
Topic: matrix transpose
Replies: 13
Views: 52711

matrix transpose

<t>lega85, that's an interesting idea, but it'll be less efficient than the other method where we do a dry-run to determine if the element was already swapped or not. The problem here is that on each iteration you need to reorder a lot of data in the array. Notably, your method works quite well if t...
by tqt
April 20th, 2009, 12:40 pm
Forum: Brainteaser Forum
Topic: matrix transpose
Replies: 13
Views: 52711

matrix transpose

<t>I thought about doing such a dry-run on the cycle to determine whether position i was already swapped or not, but at the the time it seemed quite inefficient.On the other hand, maybe the interviewer wanted exactly that kind of answer. I assumed the question was on optimizing the memory usage with...
by tqt
April 17th, 2009, 4:47 pm
Forum: Brainteaser Forum
Topic: matrix transpose
Replies: 13
Views: 52711

matrix transpose

<t>I recently got asked this question during a phone interview:Suppose you have a n x m matrix stored in an one dimensional array in column-major order, that is, element (i,j) in the matrix is at position i+j*n in the one dimensional array. Write an algorithm that transposes the matrix in-place.Acco...
by tqt
April 9th, 2009, 4:39 pm
Forum: General Forum
Topic: Options on Dividends
Replies: 10
Views: 45552

Options on Dividends

I'm also interested in this subject. Any relevant literature?
by tqt
November 25th, 2008, 9:52 am
Forum: Careers Forum
Topic: getting back on track
Replies: 3
Views: 46754

getting back on track

<t>Hi,What is the real probability of getting a real quant job after spending a few years in one of those quantitative analyst positions that consist of lots of SQL, Matlab and Excel?My situation is the following:I am currently considering a couple offers of comparable salary. One of the positions i...
by tqt
June 28th, 2008, 2:56 am
Forum: Brainteaser Forum
Topic: Keep Rolling That Die!
Replies: 10
Views: 54338

Keep Rolling That Die!

<t>For the expected number of rolls:The probability of not winning up to roll N is C(n-1, N) / n^N where C(a,b) denotes "a choose b". The reason for this value is that X(1), ..., X(N) must form an increasing sequence and none of them can be 1, otherwise the game would end. Letting L(N) = Probability...
by tqt
June 28th, 2008, 12:56 am
Forum: Brainteaser Forum
Topic: Integrate This!
Replies: 4
Views: 53352

Integrate This!

<t>The integral is zero when the limits are (2k+1)*(pi/2) to infinity, where k is an integer:Rewrite f(x),f(x) = (sin x + cos x) / (e^x + cos x) = (sin x - e^x + e^x + cos x) / (e^x + cos x) = 1 - (e^x - sin x)/(e^x + cos x)Then it's straightforward that the derivative of e^x + cos x is e^x - sin x,...
by tqt
June 27th, 2008, 5:04 pm
Forum: Brainteaser Forum
Topic: Dice Problem
Replies: 6
Views: 56063

Dice Problem

14/3 = 4.66666....
by tqt
June 10th, 2008, 1:53 pm
Forum: Brainteaser Forum
Topic: Gas station promotion
Replies: 2
Views: 55388

Gas station promotion

<t>In order to get the 9% discount you must spend $150 in the previous month (month 0). Since you only use $100 monthly, no matter how you refill during the previous month, you will have at least $50 worth of gas left in the tank. Thus, during the current month (month 1), when you have a 9% discount...
by tqt
June 4th, 2008, 1:28 pm
Forum: Brainteaser Forum
Topic: from an older one
Replies: 1
Views: 55404

from an older one

The expression you wrote in the case when n = 2k+1 is a degree 2k+3 polynomial. I guess you probably meant to writewhich is the characteristic polynomial corresponding to the solutions on the other thread.