How can you have a "simpler" singular value decomposition 'like' technique? It's just a matrix decomposition...
You do realize that Martinghoul and I posted the exact same link, right?
<a href="http://lmgtfy.com/?q=calculation+of+the+vix">Here you go</a> First result.
No direct experience (no ps3 to play on), but from what I have read, most parallel algorithms drop down easily from a conceptual point of view,...
From my experience, Dynamic Mixture Models are typically used for some sort of unsupervised learning task. They are all fine and good, but you...
My point was more that there are two sides to any coin, and two sides to any argument. I was playing devil's advocate. You can come up with...
Not all gains are monetary. I ported my monte-carlo simulations, without pretty basic knowledge, and got the new system to run in about 7% of the...
On the other hand, we also went down from peak to trough about twice as fast as the 2000-2003 movement ... and a greater distance.
Its application to trading is fairly obvious, especially on the quantitative side. Performing matrix transformations, numerical integration, et...
Given that NVIDIA just announced Fermi, I don't think that NVIDIA is stopping their chipsets. Anyway, for those getting into CUDA, check out...
Updated. Thanks! TREE looks very interesting!
Meh, it does allow for <a href="http://www.atrevido.net/blog/2008/08/31/Statically+Typed+Duck+Typing+In+F.aspx">duck typing</a>, which allows you...
Thanks. Page updated.
The best thing I did was to begin to classify indicators into types (trend following, reversion), time-frame (based on parameters), and what...
For someone who has studied the economy 'heavily', shouldn't you know that an increase in the money supply is <a...
You are right, but the point still remains: it is a small enough risk, and the derivatives being traded are understood well enough, that the...
Which is a fine explanation for plain vanilla options, swaps, and futures that are traded at the exchange and therefore have no real counter-party...
I agree with lolatency ... I have found Scala to be a nice middle ground between something like SML (or OCaml) and Ruby. Yes, it inherits heavily...
A good point -- but it is still an incredible discount. Comparing small linux instances, it is about $870 versus $490 per year, and that is if...
a) The part of the site they are talking about is for dealers anyway b) Anytime someone is talking about technology and says "malware systems and...
Separate names with a comma.