SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 3829 matches

by outrun
April 23rd, 2018, 4:44 pm
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5018
Views: 422019

Re: UK going to the dogs

"Do not promote" , MI5 vetted BBC employees

https://boingboing.net/2018/04/23/auntie-mccarthy.html
by outrun
April 23rd, 2018, 2:52 pm
Forum: Off Topic
Topic: Recent grad looking to safeguard his earnings and invest (MEX)
Replies: 7
Views: 440

Re: Recent grad looking to safeguard his earnings and invest (MEX)

You can open an account at interactive brokers. then either deposit to a USD account or trade USD/MXN products.
by outrun
April 20th, 2018, 11:32 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 24117

Re: Silly questions

So truncating is fine? You will not longer have smoothness everywhere

edit:
instead of truncating F(x) with -1<x<+1 you can do a transform F(tan(h)) with -pi/2 < h < pi/2.
by outrun
April 20th, 2018, 11:28 am
Forum: Off Topic
Topic: All about Cats
Replies: 967
Views: 93970

Re: All about Cats

I have one cat who can't purr. Luckily we have

https://purrli.com/
Does that make it a cryptokitty?
One that HODLs its purrs
by outrun
April 20th, 2018, 11:11 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1140
Views: 98918

Re: How to safeguard my research

Have you seen this in the news Amin? 

https://boingboing.net/2018/04/19/gover ... sends.html
by outrun
April 20th, 2018, 11:02 am
Forum: Brainteaser Forum
Topic: exp(5) = [$]e^5[$]
Replies: 545
Views: 121487

Re: exp(5) = [$]e^5[$]

But don't draw general conclusions on this plot. It's a 2d projection of a million dimensional space, both might still be smooth in high dimensions. Also,  when looking for a local minimum you would want to preferable land in a flat plateau, not a thin hole. The reason is that a flat plateaus means...
by outrun
April 20th, 2018, 10:13 am
Forum: Off Topic
Topic: All about Cats
Replies: 967
Views: 93970

Re: All about Cats

I have one cat who can't purr. Luckily we have

https://purrli.com/
by outrun
April 18th, 2018, 7:56 pm
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 24117

Re: Silly questions

@Alan: Exactly! The formula looks right. Some other smoothing kernels, such as a smooth wavelet, would do as well and will give more freedom for the control of the local behavior of the approximation. That's a very good idea, especially since the triangle function is self similar across scales, mak...
by outrun
April 18th, 2018, 3:53 pm
Forum: Off Topic
Topic: What is your Erdos number?
Replies: 144
Views: 37972

Re: What is your Erdos number?

The side effects of amphetamine linger on for a long time.
Wow, that is a prolific posthumous rate of publiction!
Someone did this nice plot: nr of publications v.s. his main drug

https://boingboing.net/2018/04/18/paul- ... ng-on.html


Image
by outrun
April 18th, 2018, 1:21 pm
Forum: Off Topic
Topic: What is your Erdos number?
Replies: 144
Views: 37972

Re: What is your Erdos number?

Someone did this nice plot: nr of publications v.s. his main drug

https://boingboing.net/2018/04/18/paul- ... ng-on.html


Image
by outrun
April 18th, 2018, 1:12 pm
Forum: General Forum
Topic: Post-contract support
Replies: 37
Views: 2818

Re: Post-contract support

Alright, tell us more when you can. I'm interested! The past & PhDs: The PhD students was a long time ago, when I had a "proper" job: I was head of research & modelling at a energy & commodity trading firm. Some of the people in my group were PhD students, they worked on new models/approached for th...
by outrun
April 18th, 2018, 10:13 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 24117

Re: Silly questions

I wrote down the coefficients of the Fourier series and outrun plotted the Chebyshev coefficients. They both behave like [$]\frac{1}{n^{2}}[$]
For the centered version the continuous Fourier is sinc^2(w).. which indeed decays as 1/w^2
by outrun
April 17th, 2018, 8:42 pm
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 24117

Re: Silly questions

(edit ppauper and I cross posted, I was also thinking about Chebyshev) ---   I tried a Chebyshev approximation (which is infinitely differentiable since it's a sum of (orthogonal) polynomials), but it doesn't converge very fast. I bet that'll be a general issue with geneneric (popular) polynomial ba...
by outrun
April 17th, 2018, 5:59 pm
Forum: General Forum
Topic: Post-contract support
Replies: 37
Views: 2818

Re: Post-contract support

Up North they had a similar 'cash for ash' scheme. https://en.wikipedia.org/wiki/Renewable_Heat_Incentive_scandal The Northern Ireland system, unlike a capped system in Britain, was flawed because there was no limit on usage and subsidies were over-generous. In short, for every £1 that users spent ...
by outrun
April 17th, 2018, 4:27 pm
Forum: Off Topic
Topic: Those Triste Tristan de Cuhnans
Replies: 12
Views: 633

Re: Those Triste Tristan de Cuhnans

Yes, an adventurous man. I'm the opposite, according to Paul I'm the least traveled person he knows!

How did you run into this?
GZIP: On