SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by FaridMoussaoui
December 28th, 2018, 3:38 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 1982

Re: We've developed (free) software to predict volatility + other vital tools...

While Linux is my prefered working environment, I do programming on windows OS (C++/R). I also do programming for Excel sheets (through C++).
by FaridMoussaoui
December 28th, 2018, 3:14 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 1982

Re: We've developed (free) software to predict volatility + other vital tools...

I stick to standard softwares, e-g written in a well known language (C/C++/Fortran) and portable (e.g OS independent)

Numerical programming in C# is a joke (as well the Q# thing in the Quantum programming thread)
by FaridMoussaoui
December 22nd, 2018, 7:01 pm
Forum: Numerical Methods Forum
Topic: Asymptotic behaviour of ODE/PDE (large time)
Replies: 23
Views: 728

Re: Asymptotic behaviour of ODE/PDE (large time)

There were a follow up paper in 1988 in ACM Trans Math Soft but don't know if it included a proof about (19).
by FaridMoussaoui
December 21st, 2018, 9:08 am
Forum: Numerical Methods Forum
Topic: Asymptotic behaviour of ODE/PDE (large time)
Replies: 23
Views: 728

Re: Asymptotic behaviour of ODE/PDE (large time)

Well, I posted a link to a website where you can download "any" research paper.
by FaridMoussaoui
December 20th, 2018, 8:45 pm
Forum: Numerical Methods Forum
Topic: Asymptotic behaviour of ODE/PDE (large time)
Replies: 23
Views: 728

Re: Asymptotic behaviour of ODE/PDE (large time)

My post was deleted. So I am not allowed to show you how to bypass a paywall.
by FaridMoussaoui
December 20th, 2018, 7:23 pm
Forum: Numerical Methods Forum
Topic: Asymptotic behaviour of ODE/PDE (large time)
Replies: 23
Views: 728

Re: Asymptotic behaviour of ODE/PDE (large time)

My first thought was something like

(*) [$]d \vec{x}_t = \nabla f(\vec{x}) dt + \vec{k} \, \nabla f(\vec{x}) \cdot d \vec{W}_t[$],
That was a "standard" approch to use a global optimiser. Have a look to Aluffi and all, Journal of optimization theory and application. Vol 47, 1995.
by FaridMoussaoui
December 20th, 2018, 2:04 pm
Forum: Numerical Methods Forum
Topic: Asymptotic behaviour of ODE/PDE (large time)
Replies: 23
Views: 728

Re: Asymptotic behaviour of ODE/PDE (large time)

On the other hand, since we use complex step method (no catastrophic subrtraction) we have accuracy like [$]10^{-290}[$]. I suppose that you are using some multi-precision package to deal with that number magnitude. What is the usefulness of that precision? and even, you are solving some "toy" prob...
by FaridMoussaoui
December 18th, 2018, 1:43 pm
Forum: Programming and Software Forum
Topic: C++ quiz - Maths and acccuracy
Replies: 530
Views: 31409

Re: C++ quiz - Maths and acccuracy

per definition of the inner product for complex numbers.
by FaridMoussaoui
December 7th, 2018, 2:18 pm
Forum: Off Topic
Topic: Universe Tea - Blog 2018
Replies: 475
Views: 11769

Re: Universe Tea - Blog 2018

\(\zeta(-1)=-\frac{1}{12}\) बुत् बुद्द सयस  This is an interesting post by Wolfram on that Ramanujan formula: https://blog.stephenwolfram.com/2016/04/who-was-ramanujan/ I hate those kinds of movies.  I don't know why but I didn't read the first paragraph about the movie. I started saying what Danie...
by FaridMoussaoui
December 7th, 2018, 11:35 am
Forum: Off Topic
Topic: Universe Tea - Blog 2018
Replies: 475
Views: 11769

Re: Universe Tea - Blog 2018

\(\zeta(-1)=-\frac{1}{12}\)

बुत् बुद्द सयस 
This is an interesting post by Wolfram on that Ramanujan formula: https://blog.stephenwolfram.com/2016/04 ... ramanujan/
by FaridMoussaoui
December 7th, 2018, 12:43 am
Forum: Off Topic
Topic: Is it possible to mask someone posts in this forum?
Replies: 17
Views: 304

Re: Is it possible to mask someone posts in this forum?

Someone sharing far-right and white supremacist posts, no thanks.
by FaridMoussaoui
December 6th, 2018, 8:19 pm
Forum: Off Topic
Topic: Is it possible to mask someone posts in this forum?
Replies: 17
Views: 304

Re: Is it possible to mask someone posts in this forum?

Edit: yup, I'm an extremist.
I meant extremist who publishs extremist contents
by FaridMoussaoui
December 6th, 2018, 5:14 pm
Forum: Off Topic
Topic: Is it possible to mask someone posts in this forum?
Replies: 17
Views: 304

Re: Is it possible to mask someone posts in this forum?

UCP > Friends & Foes > Manage foes
Thank you. I added my first foe :)
by FaridMoussaoui
December 6th, 2018, 5:00 pm
Forum: Off Topic
Topic: Is it possible to mask someone posts in this forum?
Replies: 17
Views: 304

Is it possible to mask someone posts in this forum?

Is it possible to mask someone posts in this forum? I mean someone I labelled as an extremist (e.g ppauper)
by FaridMoussaoui
December 6th, 2018, 11:16 am
Forum: Politics Forum
Topic: Democratic presidential contenders in 2016
Replies: 72
Views: 16376

Re: Democratic presidential contenders in 2016

I am still waiting your answer ppauper? who are you?
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