Search results

  1. Daniel Duffy

    Valid Sudoku - LeetCode

    I don't see why you need those 3 vectors row, col, box. They are just views of board. And where are they initialised? maybe std::array better than std::vector here? // the original Java HashSet is so wrong. And "char"....
  2. Daniel Duffy

    Valid Sudoku - LeetCode

    The specification is ambiguous 1. Is Example 1 an example of a valid board?'OK, yes it is. 2. "Each row must contain the digits 1-9 without repetition." is ambiguous "Each row must contain non-repeating subset digits 1-9 without repetition. Blanks are alowed." 3. It is a compile-time matrix...
  3. Daniel Duffy

    Valid Sudoku - LeetCode

    What problems are you trying to solve? Scary code and it is JAVA!!!! The term cargo cult programmer may apply when anyone inexperienced with the problem at hand copies some program code from one place to another with little understanding of how it works or whether it is required...
  4. Daniel Duffy

    Should I get take this course based on my circumstances?

    Fair enough. C++ then. I was on a stream of consciousness roll ... the genius school kid. (Doing ODE is a bunch of tricks (called methods in maths), C++ is skill). \
  5. Daniel Duffy

    Should I get take this course based on my circumstances?

    Python has its place. If you are doing data science, you can't avoid it. But if your goal is to become a computer scientist or a software developer, it's to be avoided. It can only teach you bad habits and make developing sophisticated software way more difficult than it needs to be. This is...
  6. Daniel Duffy

    Should I get take this course based on my circumstances?

    Ouch. Any concrete examples? Clever kids start their own companies. e.g. https://www.linkedin.com/in/greg-tarr/
  7. Daniel Duffy

    Should I get take this course based on my circumstances?

    From C# to C++ is the wrong direction. Haskell???
  8. Daniel Duffy

    Should I get take this course based on my circumstances?

    I don't think any schools do up to C++20. And if they do, then well done. And few even go to C++11.
  9. Daniel Duffy

    Should I get take this course based on my circumstances?

    I cannot disagree with that, but it's not even wrong. Being bright and having free time is neither necessary nor sufficient to be a "good" programmer. I'm talking writing real code, not copy-and-paste from StackExchange or using Python APIs. It takes anything between 5 and 10 years to become a...
  10. Daniel Duffy

    Should I get take this course based on my circumstances?

    The best course (based on C++ industrial experience since 1992) are the Quantnet C++ courses. In general, HANDS-ON programming as a skill to be treasured is not on the critical path of CS educatiion. Horses for courses. Just saying. Last but not least, QN's TAs provide round-the-clock support...
  11. Daniel Duffy

    SHOW ME THE CODE !

    why += (more appropriate for numeric types) instead of append() ++i is better than i++
  12. Daniel Duffy

    Career advise

    I would learn C++ and after that you will be in a position to embark on useful projects. https://quantnet.com/cpp/
  13. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    yes, because everything will be transacted in rubles?
  14. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    There is no language that does everything. IBM tried it with PL/I 50 years ago. I learned PL/C at uni. https://en.wikipedia.org/wiki/PL/I PL/I = a*Fortran + b*COBOL, a + b = 100%. The perfect programming language goes to 11
  15. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    "you cannot do that in safe rust" every freaking time from Rust expert, " Rust treats you like a child/criminal. C++ == grown-up adult.
  16. Daniel Duffy

    Lawyer quits his job and wants to become technical. Is he being foolish?

    math kids could teach themselves cs better than cs kids could teach themselves math. Because CS is a subset of Maths, although CS profs will disagree. But the best programmers I have experienced in the last 50 years (i.e. who can build complete systems) are not necessarily maths, CS...
  17. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    Just thinking about succesful languages ... many of them are based on C syntax style. Even Java has it. Rust seems to have gone its own way ... so developers have to change gears in learning new syntax.
  18. Daniel Duffy

    Aspiring quant in need of advice

    Prego, I can only say what technical projects might be interesting, e.g. PDE, Monte Carlo, ML I have have some recent theses www.datasim.nl For maths, my recent book is useful...
  19. Daniel Duffy

    Aspiring quant in need of advice

    I would go for Sapienza for maths. Maths in Italy is strong. And learn C++ ASAP, really. Crepi il lupo. // Ho studiato analisi numerica a Pavia alcuni anni fa.
  20. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    The Beatles also wrote in C, Bach in C# major Be honest: who writes music in Rust? You see, no one.
  21. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    And we can add C++/CLI. BTW What about Ada (a well-kept secret?) https://www.adacore.com/company/our-customers https://en.wikipedia.org/wiki/Ada_(programming_language) Because of Ada's safety-critical support features, it is now used not only for military applications, but also in commercial...
  22. Daniel Duffy

    AI and the Future

    Hugely embarassing and counter-productive for AI as a technology. I hate all those buzzwords. You would expect thsese "emiinent" computer scientists to behave better.
  23. Daniel Duffy

    AI and the Future

    What would it take for artificial intelligence to make real progress? https://nautil.us/deep-learning-is-hitting-a-wall-14467/ Geoffrey Hinton, “Godfather” of deep learning, and one of the most celebrated scientists of our time, told a leading AI conference in Toronto in 2016. “If you work as...
  24. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    People are very clannish. I like all languages that begin with a C.
  25. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    A random guess is that C++ is a good candidate for Blockchain work.
  26. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    In 100 years time we will be saying "Starship Holodeck: C++ inside". Fortran is not a good analogy (it's mostly in academia and besides it's hiding in numpy and scipy). Cobol was born 1959 and still in use. Probably 90% of all business software runs on Cobol. No kidding. For the record, 100...
  27. Daniel Duffy

    C++ Multithreading in Boost

    These days C++ has support for parallel processing and multithreading. Also, PPL has ready-to-use parallel design patterns. https://en.wikipedia.org/wiki/Parallel_Patterns_Library...
  28. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    It would be for kiddy stuff in C++. My biggest disappointment was someome telling me that I should learn Rust. I said NO and he got angry :ninja::ninja: At least he didn't mention GO. People can get up tight about languages. Funny old world.
  29. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    C++11 https://en.wikipedia.org/wiki/C%2B%2B11 Not C++11 == (C++20 + C++17 + C++14) - C++11
  30. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    https://www.open-std.org/jtc1/sc22/wg21/docs/papers/2021/p2186r2.html This status-quo hasn’t changed in 12 years. The maintenance burden on the Standard is near minimal, and we hope the Committee spends almost no time agreeing to remove this unused and unimplemented feature, despite its origins...
  31. Daniel Duffy

    AI and the Future

    https://www.engadget.com/google-fires-ai-researcher-over-paper-challenge-132640478.html The company hasn't detailed why it fired Chatterjee, but told the Times he'd been "terminated with cause." It also maintained that the original paper had been "thoroughly vetted" and peer-reviewed, and that...
  32. Daniel Duffy

    Berkley MFE pre-program reqirements

    My ODE/PDE is recommended by UCB MFE preparation. For undegrad, no feedback but it would not be a bad idea (I am a bit biased :))
  33. Daniel Duffy

    Berkley MFE pre-program reqirements

    An observation on PDE/SDE books and courses is that the focus is centred around the mathematical foundations (nothing wrong with that). However, these paper models are only a 1/3 of the story because we need numerical solutions which we then implement in C++. It is a kind of anti-pattern...
  34. Daniel Duffy

    Berkley MFE pre-program reqirements

    Just out of curiosity, could you program Black and Scholes PDE using Crank Nicolson (plain and American call/put) using C++? How long would it take you?
  35. Daniel Duffy

    Berkley MFE pre-program reqirements

    Fair enough. FYi I have heard many unis don't teach PDE at BS level. BTW can you "program" PDEs in FDM? I have not seen any course that does Black Scholes PDE A-Z. I do it all as well as FDM and C++ for PDE/FDM...
  36. Daniel Duffy

    Do "research software engineers" make good candidates for quant research positions?

    It all sounds a bit fuzzy Are you employed to develop software for research? Are you spending more time developing software than conducting research? Are you employed as a postdoctoral researcher, even though you predominantly work on software development? Are you the person who does computers...
  37. Daniel Duffy

    Berkley MFE pre-program reqirements

    These are hardly trivial. My ODE/PDE is on the UCB site. https://www.datasim.nl/application/files/9015/4809/1157/DL_Ordinary_and_Partial_Differential_Equations.pdf
  38. Daniel Duffy

    Do "research software engineers" make good candidates for quant research positions?

    I did a critique of software for COVID-19 that falls into the bespoke category. Very depressing https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10890
  39. Daniel Duffy

    Berkley MFE pre-program reqirements

    What kind of "trivial stuff"?
  40. Daniel Duffy

    Do "research software engineers" make good candidates for quant research positions?

    My 2 cents Titles and badges mean nothing. Can you program real applications?
  41. Daniel Duffy

    Seeking advice on prerequistes for MFE and Ms application prep

    I am the originatior of 2). For MFE students. Parts A,B,F and G and doing exercises are good for Certificate. I personally coach students and this is the only course that also does ODE/PDE for fiinance. I even wrote a book as support (which students receive :)) It is a hands-on course...
  42. Daniel Duffy

    Undergraduate Financial Engineering

    Measure Theory topics discussed here. https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf MT is a bridge too far without proper mathenatical backgound and training.
  43. Daniel Duffy

    Aspiring Quant

    Nice.
  44. Daniel Duffy

    Aspiring Quant

    And who knows, in a few years the world will have changed into one big blockchain..
  45. Daniel Duffy

    Aspiring Quant

    You asked about what next 1. More techniques and tricks, always possible. 2. Group theory and geometry https://ekhukhro.files.wordpress.com/2017/07/group-theory-17.pdf I did 2 at 16 .. for you it would be a good "sabbatical". You learn new mathematical ideas.
  46. Daniel Duffy

    Aspiring Quant

    Flattery will get you nowhere with me. :thumbsup: I like your sense of humour.
  47. Daniel Duffy

    Aspiring Quant

    Robert Boyle! Take care of your punctuation.
  48. Daniel Duffy

    Aspiring Quant

    Wow, a man for all seasons.
  49. Daniel Duffy

    Aspiring Quant

    What about a career in Greek (Ancient, of course) and Politics?
  50. Daniel Duffy

    Aspiring Quant

    But I met the scholars.
  51. Daniel Duffy

    Aspiring Quant

    Yes. It's people I don't understand. You are quite precocious for a 16-year old. Are you at a public school.
  52. Daniel Duffy

    Aspiring Quant

    You're too young. What do you do for fun?
  53. Daniel Duffy

    Aspiring Quant

    C++, then.
  54. Daniel Duffy

    Aspiring Quant

    Are you really only 16? BTW your questions are chaotic.
  55. Daniel Duffy

    Aspiring Quant

    16 (school kid) and you know about PDE and Paul Wilmott? 🙂 for PDE this book is most up to date https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670
  56. Daniel Duffy

    How can I improve my profile?

    If I were a student this course would be a priority. I'm a bit biased.
  57. Daniel Duffy

    How can I improve my profile?

    Absolutely! I've originated this course exactly for you :-) best on planet + great TA support. https://quantnet.com/cpp/ @APalley
  58. Daniel Duffy

    How can I improve my profile?

    Can you program in C++, Python ..
  59. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    Something that is not widely known .. There is a third way between searching for an explicit solution (a big favourite!) and a numerical solution In mathematics, the qualitative theory of differential equations studies the behavior of differential equations by means other than finding their...
  60. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    My alma mater has PDE I and II, watered-down compared to my day https://www.maths.tcd.ie/undergraduate/modules1617/MA342T.php And much less than my online ODE/PDE https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations What is PDE without FDM...
  61. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    Where will the rocket scientists come from??? Early 20th century things started going wrong Mathematical Physics experienced a schism into Mathematics and Physics ... beginning of the end. The mathematicians fell in love with symbols and the physicists lost touch with reality. Grosso modo.
  62. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    remark: every uni should have PDE courses. It's kind of fundamental. Without PDEs where would we be? https://en.wikipedia.org/wiki/Navier%E2%80%93Stokes_equations
  63. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    My own background has been heavily influenced by pure maths, numerical analysis and PDE research and industrial work since 1973. In those glory days of oii and gas, semiconductors and engineering using FEM and FDM had lots of jobs, but you needed Fortran on mainframes. My PhD was on PDEs which...
  64. Daniel Duffy

    I have a pure math degree and will go for a masters program in applied/computational math. Is becoming a quant worth trying in my situation?

    PDE is kind of specialised, indeed. And in C++. From your list, I think this shortlist .. getting a job is never a guarantee of course. My 2 cents o Scientific Computing with Python (and C++) o Monte Carlo Simulation o Mathematical Computation III: Numerical Methods for PDEs o Numerical...
  65. Daniel Duffy

    How mandatory is it to have PDE courses in undergrad to apply for MS QF.

    Some unis request it https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations
  66. Daniel Duffy

    I have a pure math degree and will go for a masters program in applied/computational math. Is becoming a quant worth trying in my situation?

    are almost all pure math courses That's fine, but I would focus now on "applied pure maths" aka numerical maths.
  67. Daniel Duffy

    I have a pure math degree and will go for a masters program in applied/computational math. Is becoming a quant worth trying in my situation?

    I am not the best person for this but all I can say is you have a fighting chance with the above topics. My new pde is out, might be useful to look at TOC. It's PDE A-Z for finance...
  68. Daniel Duffy

    Why banks need C++ developers more than ever

    https://appinventiv.com/blog/best-blockchain-programming-languages/ "C++, introduced back in 1985 by Bjarne Stroustrup, is the best programming language for cryptocurrency development. "
  69. Daniel Duffy

    Help for Dissertation Topic

    Isn't it a tutor's job to help you?(?) Or maybe they want you to research into this short-list?
  70. Daniel Duffy

    Interview question: "What is your greatest weakness"

    Overestimating your ability/underestimating complexity, for example in software.
  71. Daniel Duffy

    C++ in Quant Finance

    Seriously, you can solve that problem by refusing to debug someone else's code. C programmers have been writing code since the 80s. Memory is a non-issue.
  72. Daniel Duffy

    Real / Abstract Analysis Vs Multivariate Analysis

    Buckets! 1. Finite Elemensts, PDE 2. Machine Learning e.g. RKHS 3. Generalised Numerical Analysis. 4. You can define a prori error estimates in convergence processes FA is so cool.
  73. Daniel Duffy

    C++ in Quant Finance

    Rust is not suitable for my applications .. for me it's just another (quiche) language. Not intellectually stimulating. i wish quant never code in C++ so i don't hv to debug mem issues for others How did you wrangle yourself into this awful predicament? Somewrong wrong here.
  74. Daniel Duffy

    SHOW ME THE CODE !

    what's the real type of i?
  75. Daniel Duffy

    Interview question: "What is your greatest weakness"

    https://citaten.net/images/quote-images/c/cruijff-je-kunt-beter-ten-onder-gaan-met-je-eigen-visie.jpg
  76. Daniel Duffy

    NYU Math Finance in Hong Kong

    Java in general is used in quant. Personally, I see more interest in C#, Python and C++. My own limited advice is that these languages have better longevity. Caveat: I don't move in Java circles. Take my remarks with a spoonful of salt. For mathsy kind of finance, C++ is more appropriate...
  77. Daniel Duffy

    C++ in Quant Finance

    Regarding C# perspective., iis is so that many banls use it, e.g. fixed income (See Duffy/German 2013) . It is a poweful language + high productivity levels. I have been using it siince 2000 (version 1.0) in client trainng and applications for PDE, CAD and holography/optics. And C++/CLI is...
  78. Daniel Duffy

    Real / Abstract Analysis Vs Multivariate Analysis

    Functional Analysis and its (numerical) applications is a useful area. As is Real Analysis. Here's one perspective. https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf
  79. Daniel Duffy

    C++ in Quant Finance

    I reckon if you know C++ you can learn Java (not including libs) in a few weeks. Java Generics is (was?) awful. I did Java in the 90s. Didn't like it .. that's just me. Not intellectually stimulating. It is useful for web apps but it won't teach a discipline of programming. Java started life...
  80. Daniel Duffy

    C++ in Quant Finance

    You mean, Java? I suppose there's zillions of Java courses.
  81. Daniel Duffy

    Russian programmers

    How many have emigrated?
  82. Daniel Duffy

    An interview with Linda Kreitzman and Dan Stefanica

    Linda and Dan are great ambassadors.
  83. Daniel Duffy

    Virtual Information Session - C++/Advanced C++ Quantnet/Baruch MFE/Daniel Duffy certificates

    C++ 20 Concepts are 1. Game changer 2. Polymorphim on steroids 3. Allows us to use C++ as an Architectural Definition Language (ADL) 4. Seamless integration wiith my Domain Architectures 5. Standardised interfaces (contracts), just like hardware interfaces. 6. 42 7. Can be used with We use the...
  84. Daniel Duffy

    Banning Russian probability

    How Lituania counters Kremlin proagandas. DebunkEU.org, VsI, is an independent technology think tank and non-governmental organization that researches disinformation and runs educational media literacy campaigns. DebunkEU.org provides disinformation analyses in Baltic countries, Poland, Georgia...
  85. Daniel Duffy

    Banning Russian probability

    Looks like the dude in "Highlander"
  86. Daniel Duffy

    Banning Russian probability

    You bring out the best in me.
  87. Daniel Duffy

    Virtual Information Session - C++/Advanced C++ Quantnet/Baruch MFE/Daniel Duffy certificates

    Looking forward to it. For my part, if you have queries for us (even difficult ones on C++20 Concepts 😍 or anything really ) please don't hesitate to post. https://www.datasim.nl/application/files/6716/1131/6643/Global_Overview_Cplusplus17_and_Cplusplus20.mp4...
  88. Daniel Duffy

    Banning Russian probability

    Bullshit. Pity you don't have a real name here. Internet warrior.
  89. Daniel Duffy

    Banning Russian probability

    Russia-Ukraine live news: Moscow bombs Mariupol school shelter (Aljazeera!!) https://www.aljazeera.com/news/2022/3/19/russian-forces-push-deeper-into-ukraines-mariupol-liveblog Seemingly, 90% of the buildings in Mariupol have been destroyed.
  90. Daniel Duffy

    Banning Russian probability

    Only against liers. Nice try. Are you sayimg those wingnuts are not patsies? RT is mostly garbage, indeed ... you seem to have fallen for its propaganda, RT has regularly been described as a major propaganda outlet for the Russian government and its foreign policy.[2] Academics...
  91. Daniel Duffy

    Banning Russian probability

    He who pays the piper calls the tune. Bunch of patsies.
  92. Daniel Duffy

    Baruch MFE Is it possible to pass Baruch interview with no C++ experience?

    One more thing .. Learning how to "program" by code copy and paste from StackExchange is a road to nowhere.
  93. Daniel Duffy

    Banning Russian probability

    I was 10 during the Cuban missile crisis. The government issued us with iodine tablets and cardboard boxes.
  94. Daniel Duffy

    Banning Russian probability

    Наши, https://en.wikipedia.org/wiki/Nashi_(youth_movement)
  95. Daniel Duffy

    Banning Russian probability

    “Four young porkers in the front row uttered shrill squeals of disapproval, and all four of them sprang to their feet and began speaking at once. But suddenly the dogs sitting round Napoleon let out deep, menacing growls, and the pigs fell silent and sat down again. Then the sheep broke out into...
  96. Daniel Duffy

    Baruch MFE Is it possible to pass Baruch interview with no C++ experience?

    Rust aims "to be as efficient and portable as idiomatic C++, without sacrificing safety It that all? Rust == C+- ??? What has Rust got to convince yours truly to use it? As Dominic Connor might ask: is it a quiche language? It is #26 in the Billboard Top 100 https://www.tiobe.com/tiobe-index/
  97. Daniel Duffy

    Banning Russian probability

    Napoleon had denounced such ideas as contrary to the spirit of Animalism. The truest happiness, he said, lay in working hard and living frugally. – George Orwell
  98. Daniel Duffy

    Baruch MFE Is it possible to pass Baruch interview with no C++ experience?

    I agree; about 1 week to install and + hello world. If you know Italian, you learn a bit of Spanish fast but it will take longer to think in Spanish. And becoming fluent is not easy. Many C++ developers don't use templates..
  99. Daniel Duffy

    Banning Russian probability

    This could be taken word-for-word from Orwell's Animal Farm for those familiar with that book.
  100. Daniel Duffy

    Banning Russian probability

    next? The swimming pool and hostages
  101. Daniel Duffy

    Banning Russian probability

    That you can speak in this flippant way says buckets. Or is it satire?
  102. Daniel Duffy

    Banning Russian probability

    were they hiding in the theatre? дети https://media-exp1.licdn.com/dms/image/C4E22AQFj7UTjRPLyLQ/feedshare-shrink_800/0/1647509700306?e=1650499200&v=beta&t=4uduBfTn9EI9SqA8YaUI7dP41paqDQ_0juu_zC0EwL4
  103. Daniel Duffy

    Baruch MFE Is it possible to pass Baruch interview with no C++ experience?

    Some more random one-liners on the importance of C++: 1. It will be here forever, in all industries. C++ was born in 1983. yours truly has been usimg it since 1989. I was the first C++ programmer in The Netherlands. 2. The only truly multiparadigm language ('tho C# comes close). 3. Major...
  104. Daniel Duffy

    Banning Russian probability

    So, next step is to flatten Mariupol, its hospitals and starve civilians.
  105. Daniel Duffy

    UCL mathematical computation

    mathematical computation course Is that a degree in itself? what does the course look like? It is not mathematics as such, but an application of mathematics. Just sayin'
  106. Daniel Duffy

    Microsoft Visual Studio Community 2022

    Calling C++ from Python Calling Python from C++, really? Here is pybind11 in computational finance. https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020
  107. Daniel Duffy

    Microsoft Visual Studio Community 2022

    pybind11 and Boost Python, usually. https://docs.microsoft.com/nl-nl/visualstudio/python/working-with-c-cpp-python-in-visual-studio?view=vs-2022
  108. Daniel Duffy

    Master reading list for Quants, MFE (Financial Engineering) students

    Excel 2007 and VBA.... Barny Rubble.
  109. Daniel Duffy

    Master reading list for Quants, MFE (Financial Engineering) students

    This list is getting long in the tooth. i.e. it is outdated. I have at least six of my modern books for an updated list. And a section on Machine Learning is needed.
  110. Daniel Duffy

    Banning Russian probability

    Will Putin chance his colours? Is he heading for a fall?
  111. Daniel Duffy

    Baruch MFE Is it possible to pass Baruch interview with no C++ experience?

    And apart from passing stuff. C++ leads to much better programming skills, compared to anything else out there, i.e. long term benefits.
  112. Daniel Duffy

    Banning Russian probability

    Nah, it's about regime change and installing a puppet show.
  113. Daniel Duffy

    Banning Russian probability

    KInda superficial.
  114. Daniel Duffy

    Banning Russian probability

    Bringing FAKE NEWS to the next level https://www.rte.ie/news/2022/0311/1285683-ukraine-russia-media/ It follows the signing into law by Russia of an amendment to its criminal code, just a week ago (Friday 4 March), which makes the spread of "fake" information an offence punishable with a jail...
  115. Daniel Duffy

    Banning Russian probability

    According to the ministry, the alleged airstrike is nothing but a completely orchestrated provocation to maintain anti-Russian sentiments among Western audiences. Читайте больше на Russian Ministry of Defense explains 'shelling' of Mariupol maternity hospital Of course, comrades.
  116. Daniel Duffy

    Banning Russian probability

    https://english.pravda.ru/news/world/150648-mariupol_lavrov/ pravda?
  117. Daniel Duffy

    Banning Russian probability

    When the War Crimes Tribunal starts in the Hague this event will be seen as a war crime. Wait a few days before they start using chemcal weapons as they did in Syriia. You will get another chance to claim it is "Western media is utter and unadulterated garbage." BTW as soon as I see...
  118. Daniel Duffy

    Banning Russian probability

    Just another Putin patsy.
  119. Daniel Duffy

    Banning Russian probability

    You were a bit too fast on the draw. No, don't try to patronise me Actually, I tried to post a video of a QAnon wingnut who trusts Putin more than Biden, Now, Oui-Gon, QN disallowed the video, so I gave up. OK, it's on LI check it out Oh.My.God!!! Here is a rightwing, republican nominee for...
  120. Daniel Duffy

    Banning Russian probability

    Oui-Gon, Here's an example; Bomb a maternity hospital Are you beginning to get the idea? "We don't understand how it's possible in modern life to bomb a children's hospital. People cannot believe that it's true," Mariupol Deputy Mayor Serhiy Orlov told the BBC...
  121. Daniel Duffy

    Banning Russian probability

    They can't beat Ukrainian soldieers, so they bomb civilians and nuclear reactors. You don't need to masticate or phiosophize on the context, it's standard documented technique down the years, and even worse. If you don't know, please do some background research.
  122. Daniel Duffy

    Banning Russian probability

    No wonder Russians who don't want any part of the invasion or the trouble it's creating inside Russian towns and cities are desperate to get out of the country - and make a living for themselves outside. https://www.bbc.com/news/world-60624500
  123. Daniel Duffy

    Banning Russian probability

    Judo for oligarchs Another instructor at the same club, a former Olympian, used to say, ‘First of all you must destroy their grip, then their rhythm, their balance, their morale, their will and their technique’. He saw competition as a sort of unpleasant converse of St Francis of Assisi’s...
  124. Daniel Duffy

    Banning Russian probability

    The Aljazeera take https://www.aljazeera.com/opinions/2022/2/26/putin-is-a-war-criminal-and-should-be-treated-as-such
  125. Daniel Duffy

    Banning Russian probability

    "Medieaval warfare with modern weapons"
  126. Daniel Duffy

    Banning Russian probability

    I was once at a finance conference is Lisbon in 2015 to give a speech in a room of 500 academics. 30 seconds before I started a famous Soviet stochastic scientist asked - what dou tgink ov Putin (room goes silent)? - me: propaganda. enough of this banter (not batting an eyelid) and that was...
  127. Daniel Duffy

    Banning Russian probability

    Roskomnadzor has ordered media across the country to only publish information provided by official sources. It also forbids describing the unprovoked actions as an invasion or a war, instead insisting they are called "special military operations."...
  128. Daniel Duffy

    Banning Russian probability

    probabilistic beliefs, right, must remember that one..
  129. Daniel Duffy

    Banning Russian probability

    Practice. Harder. The cluster bombing of hospitals and civilians, what's you take??
  130. Daniel Duffy

    Banning Russian probability

    Hostile? No. That's your interpretation of my words. Carlson is talking horse manure. He's full of it. :mad: Try Aljazeera if you can receive it. I watched Russia-2 a few weeks ago in Portugal and no mention of war. BTW don't use "War" because they will send you to the gulag for 15 years!
  131. Daniel Duffy

    Banning Russian probability

    With regard to the invasion, both are on the same page. The exception is Tucker Carlson on Fox. The exception proves the rule? FOX NEWS IS FAkE NEWS. And Carlson advises snake oil
  132. Daniel Duffy

    Banning Russian probability

    What community would that be? How do I join?
  133. Daniel Duffy

    Banning Russian probability

    https://www.bbc.com/news/world-60597751
  134. Daniel Duffy

    Banning Russian probability

    I watch NEITHER. I trust Irish journalists. https://www.rte.ie/news/ukraine/2022/0309/1285264-ukraine-day-14/
  135. Daniel Duffy

    Banning Russian probability

    I didn't know who UNZ was until BBW posted today https://en.wikipedia.org/wiki/Ron_Unz and I don't want to know. I tend to watch BBC, Aljazeera, Sky News from reporter on the ground.
  136. Daniel Duffy

    Banning Russian probability

    At some stage you have to take sides. Racist and anti-semitic UNZ is not one of my sources. Its not a popularity contest! At some stage the bombing of 80 Ukranian hospitals will be officoally registered as genocide and a war crime.
  137. Daniel Duffy

    Banning Russian probability

    You are a great one for the nuance.
  138. Daniel Duffy

    Banning Russian probability

    You seem to be wallowing in this. From Wiki, UNZ posts racist and anti-semitic contentt. My judo teachr Wim Rusksa won 2 gold medals (heavyweight, open) at the Munich Olynpics. In the open, he lost an early round but came back in the final yo win gols against Kuznetzov He used to tell us how...
  139. Daniel Duffy

    Banning Russian probability

    End of "Splendid Isolation". The rest is history. Innocense lost.
  140. Daniel Duffy

    Banning Russian probability

    Michsund, Do you what happened 7 December 1941?
  141. Daniel Duffy

    Banning Russian probability

    Oh dear. Washington was wrong. It's the 21st century, not the 18th century. FYI, I am well-versed in history . I'm a grown-up ;) Rumour has it Putin has bombed 80 hospitals in the last week.
  142. Daniel Duffy

    Banning Russian probability

    Read some history instead of piddly self-interest.
  143. Daniel Duffy

    C++ in Quant Finance

    C++ forces you to become good. There is no half-way house.
  144. Daniel Duffy

    Banning Russian probability

    https://www.france24.com/en/live-news/20220227-international-judo-federation-suspends-putin-as-honorary-president
  145. Daniel Duffy

    Banning Russian probability

    I was on the judo mat yesterday and I suddenly realised that the tatami's colours were those of the Ukrainian flag.
  146. Daniel Duffy

    Banning Russian probability

    Politics have no relation to morals. Niccolo Machiavelli
  147. Daniel Duffy

    Banning Russian probability

    I have a confesson to make. I like this music
  148. Daniel Duffy

    Banning Russian probability

    This is really bad. Picking on the small guys. Here is the real story from Amsterdam. Home of the компания по производству почтовых ящиков. https://www.dutchnews.nl/news/2022/03/dutch-law-firms-warned-to-watch-out-for-russian-sanctions-busting/
  149. Daniel Duffy

    Banning Russian probability

    Rui Fausto is Full Professor of the Department of Chemistry of the University of Coimbra and is the coordinator of the Laboratory for Molecular Cryospectroscopy and Biospectroscopy of the Coimbra Chemistry Centre of the Department of Chemistry, University of Coimbra, which he created in 1994...
  150. Daniel Duffy

    Banning Russian probability

    yes, it's ridiculous targering Russiian people. It's oligarch$ they should be targetting.. It's a blunt instrument. Many Ukranians work in Russian institutions And Russian is their first language. BTW who is that dude Rui Fausto?? He has 1 connection on LinkedIn.
  151. Daniel Duffy

    Banning Russian probability

    What's the party line these days, товарищ? Should I stop Russian Sambo?
  152. Daniel Duffy

    Banning Russian probability

    I hope they don't ban (Soviet) splitting methods https://www.wiley.com/en-gb/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+%28PDE+FDM%29+Approach-p-9781119719670 It took the West almost 70 years to discover them!
  153. Daniel Duffy

    RIP Peter Carr

    I once attended a talk by Dr. Carr at Broad Street in 2001 on using Operator Calculus (continuous semigroups) on computing greeks. It is very insightful approach https://www.researchgate.net/publication/3847827_Deriving_Derivatives_of_Derivative_Securities Basically, each greek (a kind of...
  154. Daniel Duffy

    Is it delusional to believe you can become a quant only with an undergrad degree?

    However, it's really not that hard to learn to learn how to code, and you can probably learn the needed coding skills in a few months if you're smart. It's much harder to learn the math and stats needed for this job, so employers and grad schools focus on those skill sets over coding or...
  155. Daniel Duffy

    Java Data Structure in C++

    I would reckon for compile time arrays of size 9 that indexiing [] is as good (or even better) than hashimg (and less memory?) And less programming.
  156. Daniel Duffy

    SHOW ME THE CODE !

    Can you remove ++index and put it into function call ... toFile(.... index++)? Of course, I'm guessing.
  157. Daniel Duffy

    10 things you can do while waiting for admissions result

    I hope not! need progress in 4).
  158. Daniel Duffy

    SHOW ME THE CODE !

    ?? wazzup :-)
  159. Daniel Duffy

    Java Data Structure in C++

    I was afraid about that :)
  160. Daniel Duffy

    Java Data Structure in C++

    why not try std:array<std::array<int, 9>, 9> or even std:array<std::set<int>, 9> Basing on Java (no stack) is that a good idea, It's a tiny matrix 9X9. Orginal hashset feels like a sledgehammer. Defining a hast on an array of size 9?
  161. Daniel Duffy

    Java Data Structure in C++

    A wild guess might be to have a look at Boost Bimap for nested data structures (AFAIR it's in the ADV C++) https://www.boost.org/doc/libs/1_78_0/libs/bimap/doc/html/index.html And maybe Multiindex https://www.boost.org/doc/libs/1_78_0/libs/multi_index/doc/index.html
  162. Daniel Duffy

    Java Data Structure in C++

    Can you explain/paraphrase the problem? Nested ordered sets? Why?
  163. Daniel Duffy

    different roles - work/life balance and social environment

    London and NYC are completely different ball (high perfomance) game from Europe. 8.00 - 20.00 is quite common and then a 2 hour commute. Maybe the stakes are higher.
  164. Daniel Duffy

    different roles - work/life balance and social environment

    I was speaking in general. The exception proves the rule I suppose. Then you are in the < 1% who have > 40 hour work week. // I haven't worked for an employer since 1985 so I might be out of touch. One thing is sure: 24 hours in a day and you have the evening to relax.
  165. Daniel Duffy

    SHOW ME THE CODE !

    some feedback, just an idea 1. for (std::size_t i = 0; i < nPointers; ++i) etc. 2. std::cout 3, new ??? where da delete? What's wrong with smart pointers in this code? 4. C++11 etc. initialisers for aryStock maybe https://en.cppreference.com/w/cpp/language/initialization
  166. Daniel Duffy

    Brent's Method in C++

    Brainstormin idea; assuming iv has a single root, write f(x) = 0 as a least squares problem and compute its minimum using Golden Search/Fibonacci. https://en.wikipedia.org/wiki/Golden-section_search A lot less coding than Brent.
  167. Daniel Duffy

    different roles - work/life balance and social environment

    More generally, most companies in NL have 8.30 - 17.00 work schedules. Probably simlar to French, with possible exceptiion of lunch :giggle: Just in time for the traffic jams to Almere.
  168. Daniel Duffy

    Brent's Method in C++

    If you get time, give us a shout on how it went. You can benchmark againg Python and Boost. It would be an interesting test of accuracy, robustness, effiiciency etc.
  169. Daniel Duffy

    Brent's Method in C++

    That's a good argument :) I might even try it myself. 1. Brent, R. P. (1973), "Chapter 4: An Algorithm with Guaranteed Convergence for Finding a Zero of a Function", Algorithms for Minimization without Derivatives, Englewood Cliffs, NJ: Prentice-Hall, ISBN 0-13-022335-2 (can alway write f(x) =...
  170. Daniel Duffy

    Brent's Method in C++

    Yes, it is in Boost. It works very well. Can you be more precise? Do you want other solvers for a problem? etc.
  171. Daniel Duffy

    From PhD in acoustic engineering to quant finance

    Well, you need to check if Matlab is hot. The quants on this forum would have a more precise idea. 1) more maths IMO. The maths CV comes across a bit like a toolbox, as a blackbox. Can you program all the FEM stuff in say, Python? 2,3,4 Sorry, no idea.
  172. Daniel Duffy

    From PhD in acoustic engineering to quant finance

    AFAIR Matlab is still used but Python is more popular and less expensive. Of course, Matlab is not real progamming, it is more of a very useful tool. Real coding skills are good to have.
  173. Daniel Duffy

    An interview with Linda Kreitzman and Dan Stefanica

    A number of Python libraries are Fortran wrappers (e.g. QUADPACK). There is absolutely no point rewriting them in C++ or Python. https://sites.engineering.ucsb.edu/~shell/che210d/f2py.pdf f2py
  174. Daniel Duffy

    An interview with Linda Kreitzman and Dan Stefanica

    What are the strong points of C++? Here is my_personal_initial_bullet_list that I find/found important: 1. Mature, continuously being developed, yuge user base (calll it legacy if you want). 2. Multiparadigm (procedural (aka modular), object-oriented, templates (generics), functional style)...
  175. Daniel Duffy

    From PhD in acoustic engineering to quant finance

    What? What methods do you use? wave equations?
  176. Daniel Duffy

    An interview with Linda Kreitzman and Dan Stefanica

    Although the neural networks for computer vision models were written in Python, he added, the Tesla team would need people with excellent coding skills, especially in C and C++. C/C++ for building self-driving cars might sound weird, but Musk’s tweet does raise some doubts regarding the hype...
  177. Daniel Duffy

    Is it delusional to believe you can become a quant only with an undergrad degree?

    Like this young chap? https://static01.nyt.com/images/2017/09/10/arts/10YOUNGSHELDON1/10YOUNGSHELDON1-jumbo.jpg
  178. Daniel Duffy

    An Abundance of Roles for Financial Engineers Besides Finance, Fintech (data science) and More

    Computing era just beginning. The revolution has just begun.
  179. Daniel Duffy

    Is it delusional to believe you can become a quant only with an undergrad degree?

    C++ is a skill and you learn much of what is needed in later life. And TAs who respond speedily to all your questions.
  180. Daniel Duffy

    Is it delusional to believe you can become a quant only with an undergrad degree?

    Don't want to be too criitical, but progamming courses in universities are not good (and many are atrocious) in general. There are many reasons for this (believe me for the moment on this). We don't have the headaches you mention in the QN C++ course https://quantnet.com/cpp/ In a sense, the...
  181. Daniel Duffy

    Is it delusional to believe you can become a quant only with an undergrad degree?

    Probably not. It's a question of achieving intellectual maturity, like well-seasoned sherry. Being a maths student probably means your programming skillls are probably weak. It all takes time.. BTW what "kind" of math degree is it?
  182. Daniel Duffy

    MT19937

    And when you are finished you can tell the copy and paste data coders how to do it properly. To make life easy, just use the same class structure 1:1 and change C++ syntax to Python syntax. Piece of cake. Get it working, then get it right, then (AND ONLY THEN) get it optmised. And implement...
  183. Daniel Duffy

    MT19937

    OK, I'll bite A concrete and focused example is to port C++ MC option pricer to Python. Try to program it from the ground up instead oopy and paste from internet. It makes you stronger :ninja: V1: Serial code V2: Parallel code in Python (threads or future) Use the RNG stuff in numpy...
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