SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 3829 matches

by outrun
May 10th, 2018, 9:28 pm
Forum: Off Topic
Topic: eurovision results are out
Replies: 223
Views: 31074

Re: eurovision results are out

phew.. we *just* made it! We have a cowboy song.
by outrun
May 10th, 2018, 9:23 pm
Forum: Off Topic
Topic: Machine learning for fun, to pay your rent or whatever
Replies: 401
Views: 34068

Re: Machine learning for fun, to pay your rent or whatever

One typically "unrolls" RNNs during learning which eliminates  the loop at the cost of approximation and simplifies learning to regular supervised learning. http://colah.github.io/posts/2015-08-Understanding-LSTMs/ This unrolling and the choice you make wrt the initial state you feed in at the firs...
by outrun
May 9th, 2018, 8:04 pm
Forum: Off Topic
Topic: hacking things
Replies: 88
Views: 11353

Re: hacking things

I like this hack, I'm used to limiting my option to either placing things mainly inside the car (with windows open), ..or on top.  I'm going to try this one day.
Image
by outrun
May 3rd, 2018, 9:08 pm
Forum: Off Topic
Topic: Real men
Replies: 186
Views: 12019

Re: Real men

"I'm telling you, I saw Tarzan surfing behind our boat just now!"

Image
by outrun
May 1st, 2018, 8:41 pm
Forum: Off Topic
Topic: God Hates Ireland ? Land of the Sodomite Damned
Replies: 913
Views: 111334

Re: God Hates Ireland ? Land of the Sodomite Damned

Conor McGregor, Primary school

Image
by outrun
April 28th, 2018, 7:52 pm
Forum: Off Topic
Topic: Positive wilmotting
Replies: 1280
Views: 52091

Re: Positive wilmotting

I was on a website trying to order tickets but there weren't enough seats it seems and so i ended up chatting with customer support. The conversation ended with me getting 3 kisses XXX, probably by force of habit. Or it's Microsoft again, trained another chatbots, this time with a too strong anti r...
by outrun
April 28th, 2018, 7:38 pm
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5018
Views: 422020

Re: UK going to the dogs

My mother had a cat named Chlodwig.
My grandma had a goth wig
by outrun
April 28th, 2018, 10:16 am
Forum: Off Topic
Topic: Positive wilmotting
Replies: 1280
Views: 52091

Re: Positive wilmotting

I was on a website trying to order tickets but there weren't enough seats it seems and so i ended up chatting​ with customer support. The conversation ended with me getting 3 kisses XXX, probably by force of habit. Or it's Microsoft again, trained another chatbots, this time with a too strong anti r...
by outrun
April 27th, 2018, 8:08 pm
Forum: Technical Forum
Topic: Density implied by the SABR vol approximation
Replies: 9
Views: 1409

Re: Density implied by the SABR vol approximation

Thanks! Yes indeed 15 (with 14 dof):  in the example it uses 5 mixture components and each has a weights, location and scale parameter. The choice of 5 will be different for different curves, it's still a bit of an heuristic (look at error & bid-ask violations as a function of number of components)....
by outrun
April 27th, 2018, 7:35 pm
Forum: General Forum
Topic: Post-contract support
Replies: 37
Views: 2818

Re: Post-contract support

Congratulations! A very good start in your relation with them! ..and now you can start enjoying the actual work, do your cool things for them.
by outrun
April 26th, 2018, 5:02 pm
Forum: Off Topic
Topic: Your rants here
Replies: 1071
Views: 79855

Re: Your rants here

People looking around pondering in what direction to start moving right after leaving the escalator, causing a flow obstruction and fast moving backwards traveling shockwave down the escalator.
by outrun
April 26th, 2018, 4:31 pm
Forum: Numerical Methods Forum
Topic: Adjoint and Automatic Differentiation (AAD) in computational finance
Replies: 22
Views: 33361

Re: Adjoint and Automatic Differentiation (AAD) in computational finance

so the idea is to have higher order gradient of the surrogate loss function (blue) to find the actual optimal (red) ? https://cdn-images-1.medium.com/max/1600/1*RduAr5cOEbgz53pvDUfhuw.png I think the idea and math seems very nice, it's a good new result. The "MagicBox" symbol is something my 7 year ...
by outrun
April 26th, 2018, 7:35 am
Forum: Technical Forum
Topic: Density implied by the SABR vol approximation
Replies: 9
Views: 1409

Re: Density implied by the SABR vol approximation

The method I'm really fond of is to start out with a flexible density function like Gaussian Mixtures, compute theoretical prices (which is very easy for GMM), and then minimize some loss between market prices and theoretical prices f(bid,ask,theoretical price) by changing the GMM density parameters...
by outrun
April 25th, 2018, 2:50 pm
Forum: Off Topic
Topic: Extreme Sports
Replies: 187
Views: 65195

Re: Extreme Sports

This is pretty accurate: "English sports"
by outrun
April 25th, 2018, 9:05 am
Forum: Off Topic
Topic: big brother
Replies: 193
Views: 167957

Re: big brother

ISO rejects new NSA encryption algorithms aimed at "the Internet of things", can't be trusted...

http://boingboing.net/2018/04/24/fool-me-once.html
GZIP: On