Viewing profile — agentq

I researched & prototyped (in R), and ultimately put into production (C++) a core set of spectral risk analysis analytics that replaced outdated VaR and vol forecasts for an extrem…

80s.nyc has a somewhat similar street view using archival images from the 80s

Monte Carlo simulation is the most oft-cited example. This tends to be most relevant to quickly American pricing options, or anything that isn't easily done in closed-form.

-- closed 2011 Nov 28.

For anyone who doesn't want to roll their own FFT, take a look at this excellent pure C implementation: http://www.fftw.org/

I actually find base R excellent for data munging and manipulation, even without using additional packages. Here is a reproducible example that very easily accomplishes what you we…

I tried to convince the croupier that zero was an even number, but alas ...

this is pretty neat! one quick thing -- 40th and 8th ave -> grand central: suggests S grand central -> 53rd and park: suggests 6 40th and 8th -> 53rd and park: some crazy sequence …

no love for J?

they don't mention NSPR. is it dead? http://www.mozilla.org/projects/nspr/

In financial practice, asset-level PCA isn't as common, especially in systems where covariance estimation is fraught with misspecification errors. Instead, individual securities fi…

http://www.jwz.org/dadadodo/ DadaDodo is a fairly old implementation that may be of interest.

"He’s not alone in paying for the cache of being among the first to purchase apple products." cache? sigh

The first thing I'd recommend doing is find the unique entries THEN sort. Unless uniq has vastly better performance on sorted files...

To further goad the OP to immediately leave his current job: between junior and senior year of college, I made a bit more than the OP's yearly pay in a 12wk internship. Please, for…

Thanks, I'll check it out!

My programming background is fairly extensive in non-functional languages. I work in finance, and the company I joined uses R for a considerable amount of model prototyping. I'd re…

s/ia/a/

I am a quantitative analyst at a large asset management firm -- I focus on risk models and alpha-generating strategies. Though we have separate developer teams, my job requires con…

LMDDGTFY: http://lmddgtfy.com/?q=goog-411+phoneme&v=

and: http://www.newsley.com

Understood. The specific aspect of Digg that I am comparing recent trends to is that of submission of duplicate articles, and the inevitable notification thereof by other users. A …

HN is starting to feel like Digg. http://news.ycombinator.com/item?id=1160552

Even better, just hit Shift+I ...