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  1. Daniel Duffy

    Quant Internship

    Pure mathematics is a big area, not all of which is directly applicable to finance. These days you need to be comfortable with at least one real programming language.
  2. Daniel Duffy

    Common Algorithm questions in Interview for Quantitative Analyst Summer Internship

    I am not an interviewer but if I were I would about using Python optimally. Forgetting numpy, scipy etc. for the moment 1. Top 5 datastructures 2. Efficient loops, arrays, matrices 3. How to speed up algorithms 4.?
  3. Daniel Duffy

    C++ Online Programming Cert Testimonials

    Thank you. The fact that we can do everything is 9 lectures is partly the result of continuous improvement since 1990 (thousands of course attendees, from industry and financial institutions as well).
  4. Daniel Duffy

    MSc Theses on Machine Learning and Computational Finance

    UAT is the magic wand of AI. https://pdfs.semanticscholar.org/05ce/b32839c26c8d2cb38d5529cf7720a68c3fab.pdf It is based around measure theory which is not precise enough, mathematically (in the function approximation sense). In practice it seems to work until you use gradient descent.
  5. Daniel Duffy

    MSc Theses on Machine Learning and Computational Finance

    Thank you, Lynette These were the students who really wanted to work me. They want to work hard, I keep them fit and I do it with a smile :) And all the honour goes to the students! // JohnLeM, Thanks. Glad you enjoyed it.The thesis was a joy to me as well. There's a real story in there with a...
  6. Daniel Duffy

    MSc Theses on Machine Learning and Computational Finance

    Background I have been an external supervisor at the University of Birmingham since 2014 for MSc students who research and produce a thesis in the summer months June-September. The focus is on analysing a financial model, approximate it using numerical methods and then producing working code in...
  7. Daniel Duffy

    C++ Online Certificate Students' intro thread

    That approach also gets you to Carnegie Hall!
  8. Daniel Duffy

    What is the initial salary and career progression of a C++ programmer?

    And at the end of the day, it is the 20% of C++ in combination with develop design savvy that makes the difference.
  9. Daniel Duffy

    which is more useful in the real world? Python or C++...

    "which is more useful in the real world? Python or C++..." Of course, looking back, the question itself is wrong. Too binary.
  10. Daniel Duffy

    which is more useful in the real world? Python or C++...

    yes, I used Random indeed and it was faster. Contrary to the Zen of Python, there are multiple solution to a given problem.. There should be one-- and preferably only one --obvious way to do it. Although that way may not be obvious at first unless you're Dutch.
  11. Daniel Duffy

    What is the initial salary and career progression of a C++ programmer?

    I suppose each organization supports its code base in a given version of C++. Then you can have a policy to upgrade to next version of C++. Admin and technical organizational issues, C++11 is a huge release; C++14 is a fix IMO, C++17 is stuff that Boost had for years and haven't looked at C++20...
  12. Daniel Duffy

    Common Algorithm questions in Interview for Quantitative Analyst Summer Internship

    C++ people might base it on https://en.cppreference.com/w/cpp/header/algorithm
  13. Daniel Duffy

    PhD chemistry to investment banking

    But then you have to extract it! You are thinking of alchemy? :-)Seriously, I reckon it can be very mathematical (group, ODE, PDE etc.) https://en.wikipedia.org/wiki/Mathematical_chemistry https://en.wikipedia.org/wiki/Reaction%E2%80%93diffusion_system
  14. Daniel Duffy

    PhD in Economics for Quantitative Researcher jobs

    Ahududu, I have noticed that people with an Econometrics background focus on certain applications of (discrete) mathematics and not on others that are somewhat more quantitative/numeric/applied in nature. Some possible attention points off-hand: Continuous models (ODE, SDE, PDE) and their...
  15. Daniel Duffy

    PhD in Economics for Quantitative Researcher jobs

    I will answer the first part of your question: C++ is a great skill to learn and it helps you become a good programmer (in this context Python and R are just (albeit useful) scripting tools. The best course around IMHO (I am the originator) is Quantnet/Baruch C++ courses...
  16. Daniel Duffy

    C++ Online Certificate Students' intro thread

    Better late than never :) Hallo! @Andy Nguyen @APalley
  17. Daniel Duffy

    C++ Online Certificate Students' intro thread

    Never too late to say hello :-)
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