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by FritzJacob
December 11th, 2013, 11:09 am
Forum: Brainteaser Forum
Topic: 2013
Replies: 3
Views: 7964

2013

Let 2012^2 = a2014^2 = b2013^2 = ca%%c = -2*2013 + 1 ---(1)b%%c = 2*2013 + 1. ---(2)We need to prove (a^1007 - b^1006)%%c =0(1-2*2013*1007 - 1 - 1006*2*2013)%%c = 0Edited.
by FritzJacob
November 22nd, 2013, 11:45 am
Forum: Brainteaser Forum
Topic: Number series
Replies: 28
Views: 10230

Number series

What is the next number in this series?1, 1, 1,2,2,3,2,4,0,0,3,3,2,?Clue: This series is generated Based on this Matrix brain teaser solution
by FritzJacob
November 18th, 2013, 1:08 am
Forum: Brainteaser Forum
Topic: Expectation
Replies: 14
Views: 9337

Expectation

<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: UltravioletAlternatively <E>:-)</E>[$]dF(x)/dx = \rho(x)[$][$]E[F(X)] = \int_{-\infty}^{\infty} F(x)\rho(x) dx = \int_0^1 F(x) dF(x) = \int_0^1 t dt = 1/2[$]Is it possible to get the answer using geometry?When F(x) is plotted against...
by FritzJacob
November 17th, 2013, 5:22 pm
Forum: Brainteaser Forum
Topic: Expectation
Replies: 14
Views: 9337

Expectation

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: bearish[...] it is hard to improve on EBal's brevity.You could try removing the question mark. 0.5And the zero..5Yes, how sloppy.Yeah....he could have answer...
by FritzJacob
November 14th, 2013, 1:56 am
Forum: Brainteaser Forum
Topic: Matrix brainteaser
Replies: 16
Views: 14318

Matrix brainteaser

<r>Here is one paper (Year 2004) which is close to the solution I proposed. Even though the author's claim the complexity is O(x*y) = O(n)...I am not sure about that after reading the paper. There is some "staircase" work involved at each cell, which will add to the complexity, which is ignored as n...
by FritzJacob
November 9th, 2013, 4:40 pm
Forum: Brainteaser Forum
Topic: Matrix brainteaser
Replies: 16
Views: 14318

Matrix brainteaser

Few feed back comments received saying the earlier post was very cryptic.Pls find an attachment of an example, how this algo works. Edited earlier post to map to this example at each step.
by FritzJacob
November 3rd, 2013, 5:52 pm
Forum: Careers Forum
Topic: quant job V/s skill,talent
Replies: 3
Views: 7290

quant job V/s skill,talent

<t>I don't know if this is a dumb question..Among various jobs related to quant domain(quant trading, HF trading, quant developer etc), is there a thumb rule for which of the following is required most, or to what degree?a) Quant knowledge, say math PhD from a reputed university would haveb) Quantit...
by FritzJacob
November 3rd, 2013, 1:27 pm
Forum: Brainteaser Forum
Topic: Matrix brainteaser
Replies: 16
Views: 14318

Matrix brainteaser

Thanks T4A for suggesting to debug, found a minor bug(length of tValidWidth should have been nCol and not nRow), which I edited in my earlier post.Please find the algorithm for the code below.
by FritzJacob
November 2nd, 2013, 5:02 pm
Forum: Brainteaser Forum
Topic: Soccer team win/loss percentages
Replies: 15
Views: 9798

Soccer team win/loss percentages

<t>I had followed a similar approach for the solutions posted earlier, with {Q1, Q2, Q3, Q4, WQ1, WQ2, WQ3, WQ4}, but wrote a program to solve it as I found that more convenient.This reduced it to following 5 equations, and we can choose any values for Q4, WQ3 & WQ4(free variables) within the bo...
by FritzJacob
November 2nd, 2013, 1:41 pm
Forum: Brainteaser Forum
Topic: Matrix brainteaser
Replies: 16
Views: 14318

Matrix brainteaser

<t>True....another drawback is that this algo is extremely complex in terms of difficulty in understanding the logic behind. Not all code get executed in each iteration though, it falls into different if else cases.It prints intermediate largeSubMatrices correctly during it's search, so I believe it...
by FritzJacob
November 2nd, 2013, 7:17 am
Forum: Brainteaser Forum
Topic: Matrix brainteaser
Replies: 16
Views: 14318

Matrix brainteaser

<t>Here is an algorithm, which is verified to be working. In worst case, it is slower by a factor of log2(min(nRow, nCol)). It find the largest mXn submatrix within a nRowXnCol matrix where nRow >= mnCol >= n.Please find the RScript attached, where you can configure nRow and nCol, and run the script...
by FritzJacob
October 30th, 2013, 2:56 am
Forum: Technical Forum
Topic: Staionarity with ADF test
Replies: 0
Views: 6760

Staionarity with ADF test

<t>When we use ADF test for checking stationarity between two stocks for pairs trading, what is the ideal lag we should be trying?I tried simulating stationary data series of length 5000, and added a few significant +ve jumps(making it's mean increase) at every 500 data points. I find the ADF test r...
by FritzJacob
October 26th, 2013, 5:05 pm
Forum: Brainteaser Forum
Topic: Soccer team win/loss percentages
Replies: 15
Views: 9798

Soccer team win/loss percentages

<t>I wrote a software to solve for {Q1, Q2, Q3, Q4, WQ1, WQ2, WQ3, WQ4}, pls find a few below.During this, I realized we have 3 degrees of freedom, and not 2. Can anyone tell me why?Solutions::solution1 = (0.7743, 0.0829, 0.0829,0.0600,0.3786,0.0071,0.0500,0.0500)solution2 = (0.7757,0.0671,0.1171,0....
by FritzJacob
October 26th, 2013, 12:59 pm
Forum: Brainteaser Forum
Topic: Consecutive win/loss
Replies: 1
Views: 7308

Consecutive win/loss

Made an edit , replaced "Matrix multiplication" with "Hadamard product"
by FritzJacob
October 25th, 2013, 4:17 am
Forum: Brainteaser Forum
Topic: Consecutive win/loss
Replies: 1
Views: 7308

Consecutive win/loss

<t>Data givena) A series of real numbers "S" of length "N"b) A real number "x"c) A boolean "greaterThan"############################You are allowed to use the following math operators only(All operators operate on entire vector), you can't walk through each element in the series(Like by using a for ...
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