SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 467 matches

  • 1
  • 3
  • 4
  • 5
  • 6
  • 7
  • 32
by FaridMoussaoui
September 25th, 2019, 12:50 pm
Forum: Politics Forum
Topic: UK and the EU: In or out?
Replies: 2196
Views: 100615

Re: UK and the EU: In or out?

Das Matterhorn ist das Wahrzeichen der Schweiz.
by FaridMoussaoui
September 22nd, 2019, 5:15 pm
Forum: Brainteaser Forum
Topic: inequality (a quickie)
Replies: 18
Views: 41522

Re: inequality (a quickie)

Computing the gradient find the minimum or the maximum of the function. We are looking for a minimum (of a positive function).
by FaridMoussaoui
September 22nd, 2019, 4:32 pm
Forum: Brainteaser Forum
Topic: inequality (a quickie)
Replies: 18
Views: 41522

Re: inequality (a quickie)

We can split the problem. The firs part, just use the arithmetic and geomtric mean inequality ([$]  (x_1 + x_2 + x_3) \geq 3 \sqrt[3] {x_1 x_2 x_3} [$]) with [$] x_1 = \frac{x^2}{y z}, x_2= \frac{y^2}{x z}, x_3 = \frac{x^2}{x y} [$] then use the cubic root of the inequality to obtain the first part....
by FaridMoussaoui
September 12th, 2019, 1:53 pm
Forum: Programming and Software Forum
Topic: Do you agree with Yann LeCun about Deep Learning being dead and "Differentiable programming" being the next hot thing in
Replies: 11
Views: 3346

Re: Do you agree with Yann LeCun about Deep Learning being dead and "Differentiable programming" being the next hot thin

Well, Lyness & Moler (1967) were the first to use the complex variables to develop estimates for derivatives.
This pionnering work led Squire & Trapp (1998) to develop the complex step method for estimating the first derivative.
by FaridMoussaoui
September 12th, 2019, 12:56 pm
Forum: Programming and Software Forum
Topic: Do you agree with Yann LeCun about Deep Learning being dead and "Differentiable programming" being the next hot thing in
Replies: 11
Views: 3346

Re: Do you agree with Yann LeCun about Deep Learning being dead and "Differentiable programming" being the next hot thin

Well, Agnieszka is right. What I said is that CSM was used in large scale computing framework in CFD (that's was in the late 90'/early 2000).
by FaridMoussaoui
September 12th, 2019, 8:23 am
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 234
Views: 39057

Re: Python tricks

Looking to source code, you can also see how to use SWIG to interface the C library to python.

If possible, I always install "packages" from source code. That's a good practise I learned working on Linux.
by FaridMoussaoui
September 11th, 2019, 7:13 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 234
Views: 39057

Re: Python tricks

If you check the source code on github,  it expects a double as an output for the function. If not,  it will throw an invalid argument error message.
by FaridMoussaoui
September 9th, 2019, 7:06 pm
Forum: Technical Forum
Topic: DL and PDEs
Replies: 168
Views: 26116

Re: DL and PDEs

It is in development (I would say in its enfancy) and expected to use Quantlib
by FaridMoussaoui
September 5th, 2019, 2:36 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 199
Views: 21465

Re: Boris Johnson - the last 100 days

The main person on the other side is German.
What does it change if he was British (even Etonian)? (I don't imagine being Russian)
by FaridMoussaoui
September 4th, 2019, 7:17 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 234
Views: 39057

Re: Python tricks

my everything editor is emacs. The (right) tabing is done automagically through plugins.
For python, I use Tim Peters plugin available here https://launchpad.net/python-mode
by FaridMoussaoui
August 30th, 2019, 6:59 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 501
Views: 35381

Re: If you are bored with Deep Networks

anonymous quote --> Jean-Marc?
by FaridMoussaoui
August 28th, 2019, 6:52 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2121
Views: 128536

Re: Stupid question of the day

There were some changes in newer versions of scipy. Use PPoly instead.
by FaridMoussaoui
August 26th, 2019, 7:46 pm
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 501
Views: 35381

Re: If you are bored with Deep Networks

They shared the (python) source code here: https://github.com/google-research/data-driven-pdes

There is also a tutorial (python notebook) here: Advection diffusion tutorial
by FaridMoussaoui
August 20th, 2019, 7:09 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Is latex working?
Replies: 7
Views: 3909

Re: Is latex working?

[$] \frac{\partial V}{\partial t} + \frac{1}{2} \sigma^2 S^2 \frac{\partial^2 S}{\partial S^2} + r S \frac{\partial V}{\partial S} - r V = 0 [$]
by FaridMoussaoui
August 2nd, 2019, 3:34 pm
Forum: Brainteaser Forum
Topic: exp(5) = [$]e^5[$]
Replies: 544
Views: 112890

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

  • 1
  • 3
  • 4
  • 5
  • 6
  • 7
  • 32
GZIP: On