C++ author, trainer
he talks too slow .. he's from Cork, I'm from Dundalk! I worked in NYC in 1972 ... recession BIG TIME.
In this talk I would like to discuss some of my new and ongoing work in computational finance, machine learning and multi-language design in C++ and Python. The talk is broken down into three related topics: 1. Defining the problem, for example analytic and PDE models (e.g. (rough) Heston.) 2...