Recent content by Sankar

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    The Master Happy Birthday thread

    Happy birthday Alain! (Sorry for being late)
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    The Master Happy Birthday thread

    Many happy returns of the day!=D>
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    The Master Happy Birthday thread

    Happy Birthday Andy! =D>=D>=D>
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    The Master Happy Birthday thread

    Happy birthday Maggie.:)
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    The Master Happy Birthday thread

    Happy birthday Vadim. Enjoy your day.
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    The Master Happy Birthday thread

    Happy Birthday Akino. Best wishes.
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    The Master Happy Birthday thread

    Happy Birthday Anshul.:tiphat:
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    The Master Happy Birthday thread

    Happy Birthday Nelisa.
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    The Master Happy Birthday thread

    Happy Birthday Bridgett
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    The Master Happy Birthday thread

    HBD Nalin. IITians make Baruch proud.
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    The Master Happy Birthday thread

    H.B.D. Andy. Your simply rock.:smt006
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    Portfolio optimization tools

    Thanks for mentioning AMPL. I did play with it for a different (optimal-broker-selection) problem. For the problem at hand (non-linear objective function, with binary solution i.e which stock should be traded with which broker) BONMIN was the only solver available. I could not use it from NEOS...
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    Portfolio optimization tools

    I am exploring some tools for highly-scalable distributed portfolio optimization. Just curious if anyone used TAO ?(Toolkit for Advanced Optimization http://www-unix.mcs.anl.gov/tao/), which is built on PETSc(Portable Extensible Toolkit for Scientific computation...
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    MBA (Finance) vs Financial Engineering

    I can comment on educational perspective at Baruch MFE: Courses are rigorous and focused. 36 credits (12 courses) are needed to graduate. MBA: Courses are broad and not as rigorous. Accounting, Marketing, CIS, Statistics, Management, Economics are required courses. Then you have to take the...
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    Remembering 9/11

    23rd and Lex
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