Recent content by Daniel Duffy

I agree with Andy's advice.

https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Hi Pavlo, thank you The Monte Carlo design (based on design patterns, domain architectures, C++20) would be a great kickstart for your OMS I reckon. https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10647 BTW, what's OMS acronym? // Possible ideaas here ->...

C++, C# books for finance https://www.datasim.nl/books

We now give a short overview of the salient features of C++, C# and Python and our reasons for including them in this book. Of course, we elaborate on these and related topics in future chapters. 1.5.1 C++ C++ is a high-level, general-purpose programming language. It was released as an...

It's a bit scary IMHO. But what do I know? A lot of blind faith..

A good way to learn ML is to take a tutorial paper and program it up from scratch. // Same idea as learning how to price options based on well-known quant articles. Write stuff.

What about the underlyng mathematical foundations? More is needed than just copy-n-paste Python code.. https://www.datasim.nl/blogs/26/msc-theses-on-machine-learning-and-computational-finance-2019 https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020...

Have you seen this, looks promising https://en.cppreference.com/w/cpp/experimental/execution.html

Math 458 and 501 are good skills to have.

I miss the old Random Runners evenings organised by Mr. Connor.

https://www.datasim.nl/books

https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10606

I would, do both. Then in 5-10 yeaars time you can be pleased you did then.

Nice to see you again on Quantnet, Dominic.