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by JohnLeM
Yesterday, 2:40 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

Sounds good. I found you :-) BTW I wonder how many DSers know all these spaces? https://upload.wikimedia.org/wikipedia/commons/thumb/d/dc/Mathematical_implication_diagram-alt-large-print.svg/560px-Mathematical_implication_diagram-alt-large-print.svg.png I sent you an aswer at your datasim address !
by JohnLeM
October 19th, 2020, 8:02 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

Sounds good. I found you :-)
True :) Ok, I'll try this. Lets go private now.
by JohnLeM
October 19th, 2020, 6:28 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

I do work with several unis' students who take my courses that I built with my own 2 hands (the courses, not the students). :)  mm...let me think...here is a proposal : I tell to my bosses that a RHKS-ML formation is a good idea to promote our framework. I already know their reaction: "great idea, ...
by JohnLeM
October 19th, 2020, 3:03 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

Sure, you have my email address. It sounds very interesting.  Actually we take the critical path B->C->D->F. I customise to suit the end game:-) // Actually, this is the first 3 years of a maths undergrad degree program, slightly watered down while keeping the punch lines in place. I see. So you do...
by JohnLeM
October 19th, 2020, 2:18 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

I like RKHS for several reasons(hard [$]\epsilon,\delta[$] analysis, Cauchy sequences, applied Functional Analysis and not much hand-waving and hot air and applications to ML.) I am thinking of a 'compact' project for a student who is taking this course. https://www.datasim.nl/onlinecourses/103/dis...
by JohnLeM
October 18th, 2020, 6:11 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

Re: How to control an artificial intelligence with Support Vector Machines

I browsed. Some constructive feedback: 1 It's quite chatty/bloggy style (not necessarily bad) and might appeal to certain reader group. 2. No maths  3. Many 3rd party links (some are broken, again) 4. Well-written technical articles with begin, middle and end + CONCRETE EXAMPLES! 5. No cats, please...
by JohnLeM
October 16th, 2020, 7:20 pm
Forum: Numerical Methods Forum
Topic: How to control an artificial intelligence with Support Vector Machines
Replies: 11
Views: 508

How to control an artificial intelligence with Support Vector Machines

I thought that this topic could interest this forum. Text is available here, and is dedicated to kats cat !
by JohnLeM
October 12th, 2020, 6:27 pm
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 76
Views: 2204

Re: Monotone Schemes: what are they and why are they good?

The proof of Crank-Nicolson montonicity (for a small enough time-step) is in Pooley et al. "Numerical Convergence Properties of Option Pricing PDEs with Uncertain Volatility". A different more general proof is also in Boley & Crouzeix "Conservation de la positivité lors de la discrétisation des pro...
by JohnLeM
October 12th, 2020, 5:34 pm
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 76
Views: 2204

Re: Monotone Schemes: what are they and why are they good?

The proof of Crank-Nicolson montonicity (for a small enough time-step) is in Pooley et al. "Numerical Convergence Properties of Option Pricing PDEs with Uncertain Volatility". A different more general proof is also in Boley & Crouzeix "Conservation de la positivité lors de la discrétisation des pro...
by JohnLeM
October 10th, 2020, 3:28 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 61
Views: 6308

Re: Machine Learning: Frequency asked Questions

Why not just keep out marketing/sales spin from your posts?
Corrected, thank you for the quote, you are right, it was misplaced.
by JohnLeM
October 10th, 2020, 2:40 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 61
Views: 6308

Re: Machine Learning: Frequency asked Questions

Why all the hullaboo in ML circles on SVM? It is just a special finite-dimensional case of a specific (hyperplane!) separation theorem in (geometric) Functional Analysis..It has been used in many fields for a long time, e.g. geometric modelling etc. https://en.wikipedia.org/wiki/Hyperplane_separati...
by JohnLeM
October 10th, 2020, 1:37 pm
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 76
Views: 2204

Re: Monotone Schemes: what are they and why are they good?

And I don't see how Crank-Nicolson can be made monotone. We are waiting on a proof. You will have it when we will publish our paper. To be honest, all is written, but I am not in a hurry to publish our algorithms, and I am taking time watching flies around. But we will, free of research taxes, for ...
by JohnLeM
October 10th, 2020, 12:57 pm
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 76
Views: 2204

Re: Monotone Schemes: what are they and why are they good?

A realistic first case is to produce monotone schemes for 2-factor Heston PDE with non-zero correlation. This is an open problem AFAIK. @Cuchullain, we did 2 factor Heston PDE with non zero correlation with our schemes, and it is published in CRAS - 2017. There is no interest for me to do this expe...
by JohnLeM
October 10th, 2020, 10:39 am
Forum: Numerical Methods Forum
Topic: Monotone Schemes: what are they and why are they good?
Replies: 76
Views: 2204

Re: Monotone Schemes: what are they and why are they good?

@Cuchulainn Hello. I will try to read all this, I might not do this this week end. However here what I think today : - We can test exponential fitting in a high-dimensional setting : you could toy with any stochastic process, regardless of the number of underlyings (high dimensional), any size of po...
by JohnLeM
October 9th, 2020, 5:31 pm
Forum: Numerical Methods Forum
Topic: Machine Learning: Frequency asked Questions
Replies: 61
Views: 6308

Re: Machine Learning: Frequency asked Questions

More coherence is a good idea. I reckon kats can handle the technical level. I hate blogs. LI is FB 2.0, it's junky. Use SSRN or arxiv. Coherence comes after knowledge and understanding of problems. It's not enough to put technical terms together like my AI text generators do. BTW, JohnLeMAI dice (...
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