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by Etuka
September 4th, 2008, 10:44 am
Forum: Programming and Software Forum
Topic: Integrating Gnu Scientific library into VS2005
Replies: 14
Views: 52489

Integrating Gnu Scientific library into VS2005

<t>Your shouldn't need mingw at all with Brian Gladman's stuff, just source. Cuch, as far as I know, the boost stuff is pretty limited on the scientific computing stuff once you are away from the blas library and the graph library (and the accumulators library which looks very interesting btw and mi...
by Etuka
September 4th, 2008, 10:06 am
Forum: Programming and Software Forum
Topic: Experience with python as matlab/R alternative?
Replies: 32
Views: 100637

Experience with python as matlab/R alternative?

There is also a project to wrap r with python. RPy is a little young yet, but worth monitoring - could be very interesting.
by Etuka
September 4th, 2008, 9:50 am
Forum: Numerical Methods Forum
Topic: Euler scheme for CEV with 'large' negative elasticity factor
Replies: 65
Views: 63185

Euler scheme for CEV with 'large' negative elasticity factor

<t>Hello,You can get a simple Euler scheme to converge for an SDE dS = -rS^a dt + vS^b dW if a > 2b - 1, or if a = 2b - 1 and r > (b-1)v^2/2I have a sketchy and simple minded note on the this somewhere if you're interested. Otherwise the process tends to explode and, as Alan says, the second order E...
by Etuka
July 22nd, 2008, 4:41 pm
Forum: Brainteaser Forum
Topic: Expectation at Infinity
Replies: 15
Views: 54134

Expectation at Infinity

Thanks for the problem quantyst - it is a bit creative and I would have had a proper go, only my attitude is poor today... <edit> and yes, that is what I meant.
by Etuka
July 22nd, 2008, 4:21 pm
Forum: Brainteaser Forum
Topic: Expectation at Infinity
Replies: 15
Views: 54134

Expectation at Infinity

<t>The idea would be more like this.(*) E[X(i)] = E[E[X(i)|X(i-1)]] = 1/2E[X(i-1)^a]Then what you want to do is recognise for a rv Y distributed uniformly over [0,u], E[Y^a] = 1/(1+a)Y^a, and keep applying the Tower law as we did in (*). With a bit of persistence (lacking here) you should get what y...
by Etuka
June 13th, 2008, 9:19 am
Forum: Programming and Software Forum
Topic: Convoluation algorithm
Replies: 6
Views: 54781

Convoluation algorithm

What the others said.
by Etuka
June 13th, 2008, 9:17 am
Forum: Programming and Software Forum
Topic: Excel add-in Mac OS-X
Replies: 5
Views: 56746

Excel add-in Mac OS-X

<t>You can run with Dominic's suggestion and use virtualization software like Parallels or VMWare to provide the windows environment for Excel to run on - this works very well and is more flexible than Apple's own Bootcamp, which requires reboots to switch from OS X to Windows and back.Or you can in...
by Etuka
April 26th, 2008, 1:24 pm
Forum: Careers Forum
Topic: MSc Mathematical Finance Manchester vs Edinburgh vs King's
Replies: 1
Views: 56300

MSc Mathematical Finance Manchester vs Edinburgh vs King's

<t>Should have a search through the archives - I think this subject has been discussed in some detail. People at Heriot Watt are excellent; for financial maths they are easily better than Edinburgh. The split campus is a pain though.All three will get you interviews but the cost of getting to them w...
by Etuka
April 14th, 2008, 2:11 pm
Forum: Programming and Software Forum
Topic: Open-Source Lawsuit Avoidance
Replies: 6
Views: 57850

Open-Source Lawsuit Avoidance

Sued ... for what?
by Etuka
March 17th, 2008, 9:23 am
Forum: Technical Forum
Topic: Weird problem when simulating in excel -> explosion
Replies: 7
Views: 58739

Weird problem when simulating in excel -> explosion

It may be as Antonio suggests, but I suggest a better place to start would be with your code, looking for programming error. With no info, not possible really to say more than this.
by Etuka
February 23rd, 2008, 1:30 am
Forum: Programming and Software Forum
Topic: Anti Patterns and Worst Software Practices
Replies: 30
Views: 76279

Anti Patterns and Worst Software Practices

QuoteOriginally posted by: CuchulainnQuoteAnti Patterns and Worst Software PracticesDo static member functions fall into this category?They certainly do. I - uh - suffer from factoritis. I think.
by Etuka
January 14th, 2008, 2:24 pm
Forum: Programming and Software Forum
Topic: Getting Visual Studio C++ Projects Running
Replies: 19
Views: 64122

Getting Visual Studio C++ Projects Running

You may be interested in cmake. I use cmake because it is real easy to keep my code cross-platform. So you can specify your project with MakeList files, to get everything set up in a clear manner, then generate VizStud files to get that convenient stuff too.
by Etuka
September 21st, 2007, 3:21 pm
Forum: Programming and Software Forum
Topic: Combinatorics Algorithm
Replies: 18
Views: 67996

Combinatorics Algorithm

Dunno, but I don't think so. Implementation should be straighforward, given Numerical Recipes or a book on special functions - computation of these uses a series expansion.
by Etuka
September 21st, 2007, 2:57 pm
Forum: Programming and Software Forum
Topic: Combinatorics Algorithm
Replies: 18
Views: 67996

Combinatorics Algorithm

Oops...
by Etuka
September 21st, 2007, 2:57 pm
Forum: Programming and Software Forum
Topic: Combinatorics Algorithm
Replies: 18
Views: 67996

Combinatorics Algorithm

Or, better, use a Beta function, nCk = 1/(n+2)*1/Beta(n+1, k+1), I think.
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