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Cuchulainn
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### Re: Stupid question of the day

It's probably not a secret either that it can be viewed as a lazy-cat version of automatic differentiation

You are not even wrong. AD has two modes (forward, backward) and is clumsy and memory-inefficient. CSM only needs one.

And back to basics; it's all about speed.

// We don't do censorhip at Wilmott and you don't tell what can and cannot be written here.
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Cuchulainn
Posts: 63263
Joined: July 16th, 2004, 7:38 am
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### Re: Stupid question of the day

BTW, your CSM error is exp[-(x+i h)^2] = Re [...] - i exp[-x^2] exp[h^2] sin(2 h x)
(the term in bold / h should be 2x)

No, it's not. It looks awful and almost surely wrong. It's not even a respectable formula. You can do better.
See Squire and Trapp 1998.
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katastrofa
Posts: 9665
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

### Re: Stupid question of the day

You look awful when you do your grumpy old man too, kido. I will leave you to your enlightened sources (ML blogs?) which put forward and "backward" automatic differentiation in one drawer

katastrofa
Posts: 9665
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

### Re: Stupid question of the day

Sorry, I forgot the names of characters from The Muppet Show

My question: why do I gradually lose taste for red wine? I could douse half a bottle years ago, then my tolerance shrunk to a glass, next just a half, and today I can only sip it once, still with pleasure, but I wouldn't be able to force myself to have more... Does it happen to anyone else?
You’re thinking Statler and Waldorf. And I may be wrong, but I seem to have read that a loss of taste is a covid symptom.
I might be past my red wine years, but barley wine goes down as smoothly as the rain on the fur a Norwegian forest cat.

Mother Kelly's loves her babies...
Last edited by katastrofa on September 11th, 2020, 6:53 pm, edited 1 time in total.

bearish
Posts: 5903
Joined: February 3rd, 2011, 2:19 pm

### Re: Stupid question of the day

Sorry, I forgot the names of characters from The Muppet Show

My question: why do I gradually lose taste for red wine? I could douse half a bottle years ago, then my tolerance shrunk to a glass, next just a half, and today I can only sip it once, still with pleasure, but I wouldn't be able to force myself to have more... Does it happen to anyone else?
You’re thinking Statler and Waldorf. And I may be wrong, but I seem to have read that a loss of taste is a covid symptom.
I might be past my red wine years, but barley wine goes down as smoothly as the rain on the fur a Norwegian forest cat.

Mother Kelly's loves her babies...

Speaking of “the thin ice of life”, I once went through the ice of a lake. It was cold, dark (it was at night) and scary. Not recommended! Fortunately, there were people there to pull me out.

Cuchulainn
Posts: 63263
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: Stupid question of the day

You’re thinking Statler and Waldorf. And I may be wrong, but I seem to have read that a loss of taste is a covid symptom.
I might be past my red wine years, but barley wine goes down as smoothly as the rain on the fur a Norwegian forest cat.

Mother Kelly's loves her babies...

Speaking of “the thin ice of life”, I once went through the ice of a lake. It was cold, dark (it was at night) and scary. Not recommended! Fortunately, there were people there to pull me out.
Like this guy?

Chips chips chips Du du du du du Ci bum ci bum bum Du du du du du Ci bum ci bum bum Du du du du du
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Cuchulainn
Posts: 63263
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: Stupid question of the day

You look awful when you do your grumpy old man too, kido. I will leave you to your enlightened sources (ML blogs?) which put forward and "backward" automatic differentiation in one drawer
Especially with anonymous internet warriors and bluffers.

AD is a boring CS trick.
Last edited by Cuchulainn on September 4th, 2020, 11:11 am, edited 1 time in total.
Chips chips chips Du du du du du Ci bum ci bum bum Du du du du du Ci bum ci bum bum Du du du du du
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Cuchulainn
Posts: 63263
Joined: July 16th, 2004, 7:38 am
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### Re: Stupid question of the day

Speed (partial derivative of gamma with respect to S) was possibly first mentioned by Garman in 1992 (that gave it that name, likely traders first).
Endgame.

Most quant models are 1) (quasi) closed formula 2) fully numeric. In the current case you can use 1) Garman 1992 or 2) divided difference approximation to the 3rd derivative of the FDM BS solution.

A better and unique approach is that speed satisfies a PDE and solve _it_  numerically. We need boundary conditions (easy part) and payoff (essentially $\delta^{1}$ which we calculate using Complex Step Method (CSM). It goes without saying that the other Greeks are solved using PDE  and we can say goodbye to unstable 'Numerical Greeks'.

To take Collector's page 49. The max norm error is $0.0005$.

QED

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Collector
Posts: 4777
Joined: August 21st, 2001, 12:37 pm

### Re: Stupid question of the day

if "sudden" vertical stripes in the vision what is the medical term, condition?

trackstar
Posts: 27538
Joined: August 28th, 2008, 1:53 pm

### Re: Stupid question of the day

if "sudden" vertical stripes in the vision what is the medical term, condition?
Possibly macular degeneration, which a relative of mine had. It is age-related, tends to move slowly and good to catch (diagnose) it early - there are simple tests for it and it can be mitigated by changes in diet, vitamins, and eye drops from what I learned in my relative’s case. She did not lose her vision and was able to accommodate the change without big problems.

But also if someone is spending many hours staring at computer screens or reading fine print, there can be some short term optical effects that disappear once the eyes get some rest. This has happened to me several times in recent years, but no permanent issues so far.

Collector
Posts: 4777
Joined: August 21st, 2001, 12:37 pm

### Re: Stupid question of the day

if "sudden" vertical stripes in the vision what is the medical term, condition?
Possibly macular degeneration, which a relative of mine had. It is age-related, tends to move slowly and good to catch (diagnose) it early - there are simple tests for it and it can be mitigated by changes in diet, vitamins, and eye drops from what I learned in my relative’s case. She did not lose her vision and was able to accommodate the change without big problems.

But also if someone is spending many hours staring at computer screens or reading fine print, there can be some short term optical effects that disappear once the eyes get some rest.  This has happened to me several times in recent years, but no permanent issues so far.
Well the most common cause is Corona Hair!! Long Hair due to not going to barber since corona started!

PS: this can even happen for previously bold men and lets not discriminate, so do not forget also bold women!

Vision problem solution: Ponytail!

trackstar
Posts: 27538
Joined: August 28th, 2008, 1:53 pm

### Re: Stupid question of the day

Haha - so I gave the Stupid answer of the day to a stupid trick question! : )

That is fine - I am going out to a mountain soon and will see hundreds of vertical lines, near and far - those are trees!

katastrofa
Posts: 9665
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

### Re: Stupid question of the day

Actually, I can see a business opportunity here. I have a professional hair clipper and some practice (I used to cut all man in the family, except my father, who didn't trust me on such fine matters; I had zero casualties).
Reminded me of Reservoir Dogs... (this link is to the song, not the drastic scene)
Last edited by katastrofa on September 23rd, 2020, 8:15 pm, edited 1 time in total.

trackstar
Posts: 27538
Joined: August 28th, 2008, 1:53 pm

### Re: Stupid question of the day

I am open-minded on hair length and style.

I have male friends with long hair, short hair, bald (or bold as the case might be), and anywhere in between.

People should just have the style that suits them.

In terms of Delilah action, I think any man would be cautious about that.

Also, any man might find that he liked having long Covid-crisis hair and so there is no need for the sheep shears.

Enjoy your day and keep working on your Covid analysis projects! : )

Collector
Posts: 4777
Joined: August 21st, 2001, 12:37 pm

### Re: Stupid question of the day

there are grass cutter robots, cleaning robots, why no hair cutting robots with for example choices of 5 hairstyles:

50's
60's
70's
80's
90's
Above 90's = No style!

And Man/Woman button! so yes 10 styles!