Serving the Quantitative Finance Community

Search found 23 matches

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by gsgiles
June 18th, 2010, 9:08 pm
Forum: Economics Forum
Topic: Mathematically Perfected Economy
Replies: 63
Views: 46735

Mathematically Perfected Economy

<r>Machines will never have desire and that is the fungible quantity that drives Human Action not speed of data retrieval and execution of instructions.Economics is an exercise in combinatorics, human labor will always be in short supply and demand unbounded. The market iterates this continually but...
by gsgiles
June 18th, 2010, 2:04 pm
Forum: Technical Forum
Topic: Fractional taylor expansion
Replies: 3
Views: 28568

Fractional taylor expansion

Check Google reader, scribd, and snips you my find chucnks of it.
by gsgiles
June 18th, 2010, 2:02 pm
Forum: Technical Forum
Topic: Fractional taylor expansion
Replies: 3
Views: 28568

Fractional taylor expansion

<t>It is my experience that fractional derivatives and integrals were much more popular in the old USSR than elsewhere. I would look for a copy of 'Fractional Integrals and Derivatives' by Samko, Kilbas, Marichev. My copy was published by Gordon and Breach Science Publishers 1993. Good luck as it ma...
by gsgiles
June 9th, 2010, 3:21 pm
Forum: Programming and Software Forum
Topic: openmp mt code
Replies: 6
Views: 40730

openmp mt code

<t>The GPU's I am famaliar with support C not C++. Cache faulting would cause the core to fetch from main memory which is what GPU's are designed not to do. Inline it as C to avoid this.This is the C# version I use, conversion to C/C++ should be trivial.''' ''' A random number generator with a unifo...
by gsgiles
June 8th, 2010, 9:34 pm
Forum: Programming and Software Forum
Topic: Book on F#
Replies: 19
Views: 32923

Book on F#

Save the money on the books and download the samples on MSDN web site. There just is not enough in F# to warrant a large book, the material is stretched pretty thin.You can get Visual Studio 2010 at most college book stores for $100 USD.
by gsgiles
June 8th, 2010, 6:20 pm
Forum: Programming and Software Forum
Topic: Let's benchmark C++, Java, C#
Replies: 63
Views: 34735

Let's benchmark C++, Java, C#

I would get my random seeds externally see: random.org or hotbits.orgYou can use something like truecrypt to build a large file of random bits using these seeds, alternatively you can buy lots of bits from random. Machine generated are never as random as these.My $0.02
by gsgiles
June 7th, 2010, 3:42 pm
Forum: Book And Research Paper Forum
Topic: New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie
Replies: 29
Views: 180645

New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

<t>I have a question on his earlier book 'Quantum Finance'. Where is the insight? He seems to be hell bent on pounding field theory into finance. Since both are discrete he squeezes a stone (path integration) real hard yet gets no water. I am newbie, but it would seem the comments on his books seem ...
by gsgiles
June 2nd, 2010, 1:11 pm
Forum: Programming and Software Forum
Topic: C++ virtual function cost
Replies: 151
Views: 39985

C++ virtual function cost

Do it the old fashioned way using the storage map equation to write, and overload deferenceing for read, plus you pad as needed for paragraph alignment. Storage map will handle tensors of an arbitrarily high degree.
by gsgiles
June 1st, 2010, 10:35 pm
Forum: Programming and Software Forum
Topic: C++ virtual function cost
Replies: 151
Views: 39985

C++ virtual function cost

<t>Moore's ie.e clock speed increases saved people from having to optimize their code for more than 10 years. That lazy man's trick has run it's course. My current desktop has a 2 Ghz Xeon processor with 4 cores and it is much faster than my 4Ghz Celeron with 2 cores. The sad truth is many developer...
by gsgiles
June 1st, 2010, 6:12 pm
Forum: Programming and Software Forum
Topic: C++ virtual function cost
Replies: 151
Views: 39985

C++ virtual function cost

<t>Obviously C++ gives you objects, but they come at a price and that price is that data may not be aligned on page boundaries causing cache faults that can degrade performance tremendously. An L1 cache fault can cascade to faulting L2. This is one area where Fortran can perform better because Fortr...
by gsgiles
May 30th, 2010, 9:21 pm
Forum: General Forum
Topic: Is Chaos theory in finance dead?
Replies: 250
Views: 73518

Is Chaos theory in finance dead?

I always thought non linear dynamics was about how a small change in an initial condition leads to a very big change in the solution? There is not any uncertainty about the initial condition, the experimeter gets to make that call.
by gsgiles
May 28th, 2010, 7:40 pm
Forum: General Forum
Topic: Is Chaos theory in finance dead?
Replies: 250
Views: 73518

Is Chaos theory in finance dead?

Chaos and imaginary are two words that should be banished from all mathematical discussions.It's a lot cheaper and easier to put a webcam on a lava lamp to get random data, the SIlicon Graphics patent on said is about to expire.
by gsgiles
May 28th, 2010, 7:35 pm
Forum: General Forum
Topic: Heisenberg Finance
Replies: 25
Views: 31777

Heisenberg Finance

"Your very clever young man but it's turtles all the way down!" ~witty remark by an old woman to Richard FeynmanGiven that we have 10^500 string theories for only 10^100 particles she may not be wrong
by gsgiles
May 28th, 2010, 12:46 pm
Forum: Careers Forum
Topic: Getting Started
Replies: 6
Views: 27910

Getting Started

<t>I never finished my PhD, once I realized that many PhD's were applying for jobs to work on my engineering team at half my salary. That makes me the perfect candidate: I understand the math, I am a serious developer plus I have no preordained dogma to have difficulty letting go of.As an aside I wo...
by gsgiles
May 27th, 2010, 9:59 pm
Forum: Careers Forum
Topic: Getting Started
Replies: 6
Views: 27910

Getting Started

<t>I have been an applied mathematician professionally for more than 20 years. I only learned about Quantitative Finance in 2008, sorry I am late but I wasted far too much time numerical analysis and field theory. Nonetheless I am bound and determined to work in Quantitative Finance.Having said that...
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