Modern Multiparadigm Software Architectures and Design Patterns
with Examples and Applications in C++, C# and Python Volume I
Datasim Press (planned publication date December 2023)
Daniel J. Duffy dduffy@datasim.nl and Harold Kasperink harold.kasperink@enjoytocode.com
Summary
The main...
Online ODE PDE Course
Ordinary and Partial Differential Equations with Applications to Computational Finance
Dr. Daniel J. Duffy (Datasim Education BV) dduffy@datasim.nl
May 2023
Ordinary and partial differential equations (ODE/PDE) have major applications in many areas of science...
Life is not simple. There's a number of gotcha catch 22 pitfalls.
Feedback welcome.
1. FACT: You need to know some C SYNTAX and savoir-faire before C++.
2. Can learn C++ w/o C but the experience can be painful.
3. C++03 was up until 2000; then came C++11 -> C++17 -> C++20 --> C++23.
4. Can...
1. What are the compelling reasons for using Rust?
2. Compare and contrast Rust's features with those of C++.
3. Is Rust trying to be a (C++)++, i.e. a better C++?
4. Which applications is Rust good at?
5. When will it take off into the mainstream?
6. Can I port C++ code to Rust?
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...
25 August 2021
https://www.linkedin.com/events/6833423790865715200/
Thalesians
Partial Differential Equations (PDEs) and Finite Difference Method (FDM) for Computational Finance
Daniel J. Duffy, Datasim
In this talk we give an overview of the numerical solution of PDEs using finite...
https://www.datasim.nl/blogs/27/analysis-of-covid-19-mathematical-and-software-models
I've been pontificating about good software project management for years but this high-profile adventure exposes all the warts and all. The chickens have come home to roost.
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...
How many Ways are there to compute Derivatives of a Function?
Differentiation, Sensitivities (greeks), gradients, Jacobians etc.
The computation of derivatives and gradients of scalar and vector-valued functions is a pervasive and ongoing activity in many areas of computational finance...
"My office is 365, which is 2016."
I don't have Excel 2016 myself but I know someone has it and I am using VS2017.
What are the settings to be made in ExcelImports.cpp to get it running?
muchos gracias
@APalley
@GONG CHEN
PDE are not immune to the DL revolution it seems.
Here is a random example.
Neural networks for solving differential equations – Becoming Human
My suspicions is DL for PDE is a solution looking for a problem. Both articles has major major issues on many levels.
A certain amount of...
I have downloaded
1. Text editor Anaconda
2. Visual Studio Python
2. has nice IDE but I don't know how to install NumPy etc.
1. looks complete + all libraries but is a text editor (which is not to nice).
Ideally, I want to use both options in a Visual IDE. Any ideas?
Thanks!
These are hot topics and every now and again people ask if they help you get a job. My answer is: I don't know!
Here is a quote from someone seemingly working in the field. I am only the messenger, so stay calm ;)
It would be nice to get feedback from those working in the field.
Speaking as...
This first chapter on a defined process for software design that subsumes several other methods. Now that C++11/C++14 and C# are here we can easily map design blueprints to code.
We take several smallish and medium-sized examples. We have the design for MC and PDE models, for example. Exercise 5...
// ExcelHelloWorld.cpp
//
// (C) Datasim Education BV 2012
//
#include <string>
#include <iostream>
// Office 2003 (Office v11) (Will give error (actually a warning) that you need W2K or higher to run the result)
/*#import "C:\Program Files\Common Files\Microsoft Shared\office11\mso.dll"...
" "Big Data" is an important topic these days, not only in finance but also in other industries where quantitative skills are in high demand. We have it covered in this guide. You will learn what it means, how to prepare and reinvent yourself for this growing job market."
My question: "what is...
I am investigating what the open source libraries are. I know
Eigen
Boost uBLAS
Atlas
and maybe
Alglib
CERN ROOT(?)
Are there others you use? Which functionality do you need in these libraries?
Maybe this will help
http://www.datasim.nl/Education/Videos/MyFirstProject/
This is the best piece of information, ever :) It will save you so much time. It did for me :)
This is a preview of Chapter 18 An Introduction to Thread in the upcoming book From: Introduction to the C++ Boost Libraries – Volume I – Foundations.
18.1. Introduction and Objectives
In this chapter we discuss how to create C++ code that make use of multi-core processors. In particular, we...
In this blog we give an overview of the statistical univariate distributions in the Boost Math Toolkit. We discuss the functionality in the Toolkit, some examples of use and applications to computational finance.
The Math Toolkit has many applications and is easy to understand and to apply in...
Part I - Introduction and Initial Examples
In this article we give an overview of the Boost C++ libraries (www.boost.org) and we discuss their applicability to certain problems in computational finance. There are approximately 90 libraries in Boost at the moment of writing and each one is...
This link might be useful for those using C++ in computational finance. In the past, developers tended to build their own versions but it is advisable to look at boost brefore re-inventing the wheel.
Hope this helps.
Datasim Financial Forums | View topic - The Boost Library; Overview, Code...
Hi,
I plan to start my mfe program part time and would like to enroll in one course this semster ,
Could anybody give me pointers how to proceed with this.
Thanks
Vikram
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