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by FaridMoussaoui
February 14th, 2019, 1:05 am
Forum: Programming and Software Forum
Topic: Excel C API question
Replies: 5
Views: 215

Re: Excel C API question

1998, 1999, 2001, 2002, 2003, 2004 Jérôme Lecomte
2002, 2003, 2004 Ferdinando Ametrano
 2002, 2003, 2004 José Fonseca
2006 Mark Joshi
2007 Tim Brunne
2007, 2008 Eric Ehlers
2008, 2009 Narinder S Claire
2011 John Adcock
by FaridMoussaoui
February 13th, 2019, 11:22 pm
Forum: Programming and Software Forum
Topic: Excel C API question
Replies: 5
Views: 215

Re: Excel C API question

I use XLW to wrap my C++ functions in Excel.
by FaridMoussaoui
February 13th, 2019, 1:05 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 155
Views: 3161

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

The change of variable is for the probabilty (transition) density (as he is solving the Fokker Planck equation). For example for the GMB process [$] dX = X r dt + X \sigma dW [$], we have [$] X \in R_{+} [$]. We look for a map to localise from [$] R_{+} [$] to [$] (0~1)[$]. The map is defined in ter...
by FaridMoussaoui
February 12th, 2019, 9:01 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 155
Views: 3161

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

[$] \circ [$] is the standard composition operator.

The reviewer was asleep for the Hessian. Lower [$]#[$] follows Vellani notations.
by FaridMoussaoui
February 11th, 2019, 5:31 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 155
Views: 3161

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

I am going to read Villani's book: Optimal Transport. Fortunately, as a Geneva resident, I can borrow the book from the university mathematics library. You can find it online here Thank you. I already have the book as a pdf but I spend too much time in front of my screens. I am going to read the pa...
by FaridMoussaoui
February 11th, 2019, 11:19 am
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 155
Views: 3161

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

The article alone is not enough to implement the algorithm (in my point of view). As usual, you have to look to the references. The method is based on a change of variable from [$]R^d[$] to [$] [0~1]^d [$] (thus the OT theory) and the use of sampling set of the underlying process as a "grid" to solv...
by FaridMoussaoui
February 10th, 2019, 11:24 pm
Forum: Numerical Methods Forum
Topic: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?
Replies: 155
Views: 3161

Re: Are Artificial Intelligence methods (AKA Neural Networks) for PDEs about to rediscover the wheel ?

I read the paper on diagonals: 1) The form (2) to enforce the initial condition.... 2) As their program is in Matlab, they used the minimizer "fminunc", quasi-Newton is one of the "popular" solvers there. 3) Yes, they are using the hyperbolic secant (not secont) as a basis functions. Back to the int...
by FaridMoussaoui
February 8th, 2019, 2:15 pm
Forum: Technical Forum
Topic: Looking for a name if there is one
Replies: 14
Views: 258

Re: Looking for a name if there is one

sorry for my ignorance. what is CFS?
by FaridMoussaoui
February 8th, 2019, 2:08 pm
Forum: Technical Forum
Topic: Looking for a name if there is one
Replies: 14
Views: 258

Re: Looking for a name if there is one

CHF is our Swiss Franc. CF is the the characteristic function.
by FaridMoussaoui
February 7th, 2019, 8:31 pm
Forum: Technical Forum
Topic: Looking for a name if there is one
Replies: 14
Views: 258

Re: Looking for a name if there is one

Truncated is used for conditonal distributions (for example in operational risk).
by FaridMoussaoui
February 6th, 2019, 2:37 pm
Forum: Brainteaser Forum
Topic: exp(5) = [$]e^5[$]
Replies: 537
Views: 98472

Re: exp(5) = [$]e^5[$]

Mathematica said [$] u(t) = \sqrt{2} ~  InverseErf (\sqrt{\frac{2}{\pi}} ( t + C)) [$] where InverseErf is the inverse error function.

Image
by FaridMoussaoui
February 6th, 2019, 1:08 pm
Forum: Politics Forum
Topic: Time for BREXIT FAQ
Replies: 25
Views: 805

Re: Time for BREXIT FAQ

No guarantees after leaving EU. e.g. chlorinated chicks and cheap beef from South Amerigo.
isn't chlorinated chicken made in the US?
by FaridMoussaoui
February 5th, 2019, 4:50 pm
Forum: Brainteaser Forum
Topic: Optimal solution please
Replies: 22
Views: 383

Re: Optimal solution please

number of elements in each figure (tri + quad):

4 5 5
7 8 8
4 5 x
x should be 5 so choose between b & d. Then maybe d as on every line, there are only 2 vertices at the centre.
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