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How to Learn Advanced Mathematics Without Heading to University – Part 3

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Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#31
post #15

Earlier quoted context omitted.

As a math grad student, I can say that this Chicago list has primarily books that mathematicians know. The one posted here has primarily books that I am unfamiliar with. If one were to follow that one, other people trained in math would have a hard to judging what you've done (it's common to say things like "I've learned algebra at the level of Dummit and Foote" but this only works if people know the book you're refe…

An added benefit to learning from a book that's more popular is that if you hit a wall and have a specific question about the material as it's presented in your book, you're more likely to find your question answered online. You might even be able to find course material that follows the book, whether from an official online course or just because the professor at some university didn't bother to make the course page…

   book that's more popular 
Yet another benefit of popular books is that they won't be first edition, so a lot of mistakes that make it into the first edition will have been ironed out.

Don't underestimate how much a strategically placed typo can confuse a learner.

Rule of thumb: avoid first edition maths books.

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#32
post #15
post #3

I have found the Chicago undergraduate mathematics bibliography useful for directing self-study: https://www.ocf.berkeley.edu/~abhishek/chicmath.htm Previously discussed on HN: https://news.ycombinator.com/item?id=9927909

As a math grad student, I can say that this Chicago list has primarily books that mathematicians know. The one posted here has primarily books that I am unfamiliar with. If one were to follow that one, other people trained in math would have a hard to judging what you've done (it's common to say things like "I've learned algebra at the level of Dummit and Foote" but this only works if people know the book you're refe…

> Perhaps they're more common in the UK than the US?

I can't speak for all universities over here, but my undergrad had a single textbook from what I recall. The rest were all printed notes or simply lecturers writing with astonishing speed on the blackboards.

There was certainly extra reading we could do, and I'm sure someone did. But most of the learning was from attending lectures and watching someone go through things step by step.

I'd be interested to know if other courses are more textbook based - although I know which I would choose.

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#33

Earlier quoted context omitted.

>Just don't ask me to proof anything I don't mean to offend, but being able to prove things is generally the main focus of advanced mathematics. If you can't prove what you know, or at least have a rough outline of a proof you could construct after referring to something, you haven't learned it in the same way those at a university have.

And? You can use advanced math without having a deep understanding of it.

I just wanted to point it out. The thread title is "Learn Advanced Mathematics Without Heading to University", which could be read with the implication "Learn advanced mathematics, at the university level, without going to university". Under this context, someone replied that this is possible because s/he learned it, but can't prove what s/he's learned. Of course not being able to prove the useful theorems you've learned doesn't render them useless (although perhaps less useful as you're less likely to know precisely when they can be applied and how to extend them to new situations), but in the context of the discussion it seems like an important distinction to make.

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#34

Seems pretty comprehensive to me. As a career quant trader I'd say it's a matter of doing the advanced stuff so that you understand the simple stuff. Especially in statistics, there are a number of simple principles, but they need to be learned by incorporating them into some complicated lessons. There's also programming. That's a whole can of worms in itself. There's both theory and practice, where I'd say the pract…

I'm aiming to become a quant dev. I'm already a dev, but trying to catch up wrt the math at the moment :-O I'm finding there are a whole bunch of skills unrealted to most dev concerns. looking at this: http://quantjob.blogspot.com/2011/12/how-to-avoid-quantdevel... I think a lot of dev skills are "housekeeping" - VC, commenting, testing, agile, automation, standards etc. The quant dev stuff seems to be a lot more con…

But housekeeping is important! I've seen supposed quants who didn't know how version control worked. It caused productivity to plummet when people just did what they thought quants do.

If anything it's knowing the plumbing that makes you productive as a dev, of any kind. You just can't get around understanding how branching works, or having some unit tests.

Very little of the work ends up being the bit you think you're there for. I suspect it's the same in many industries. My parents ran a restaurant, and there's a lot of cooking, but there's also a lot of driving to the wholesaler, picking out vegetables, cleaning surfaces before and after a day, doing the plates, accounts, and so forth.

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#35
post #21

Earlier quoted context omitted.

> I wonder if it's even possible. From a practical perspective it definitely is. I've picked up a fair amount of graph theory and with nothing but extreme persistence have grokked and used some fairly advanced stuff[1][2] (2nd-year dropout). It was, however, work-related. Just don't ask me to proof anything. > the few lucrative jobs that make use of maths are in finance There is also competency on the table here. Gra…

>Just don't ask me to proof anything I don't mean to offend, but being able to prove things is generally the main focus of advanced mathematics. If you can't prove what you know, or at least have a rough outline of a proof you could construct after referring to something, you haven't learned it in the same way those at a university have.

What about calculus etc? The main focus there seems to be to get a result. There are plenty of fields that use advanced math, but leave extending the math to academia.

> If you can't prove what you know

Does the Bayesian vs. Frequentist debate hold back working statisticians?

Or debate wrt constructivism ( https://en.wikipedia.org/wiki/Constructivism_(mathematics) ) hold back math in general?

I admit I'm a bit out of my depth on this point though...

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#36
On question is: why? The examples in differential geometry can be difficult and time-consuming , unlike simple calculus, and are best done with computer, not by hand. A single tensor, as found in general relativity, may have dozens of components...writing them out would be taxing. My question is, what do want to do with this knowledge. There is value in learning complicated, abstract math to signal intellect and thus become more popular online, and maybe get consulting work. But in terms to practical applications, a lot of it is done by software programmed by large teams (not just one person), although learning the rules is always helpful. If you want to be a professional researcher who makes original findings in pure mathematics, it will presumably require full dedication, and one can't be both a quant trader and pure researcher at the same time (even someone as smart as James Simmons, founder of Renaissance Capital, was forced to choose between one or the other; he chose the former).

It seems as of late ,especially since 2013, there is huge demand for learning complicated mathematics, coding, and trading algorithms. It's like the AP-math class of high school, but as of 2013 expanded to include almost everyone, not just a dozen students lol. This recent obsession with math and finance is described in more detail in . People observe, read headlines about high-IQ founders, venture capitalists, and coders making tons of money in Web 2.0 (Uber, Pinterest, Snaphat, Dropbox, etc.); STEM people getting tons of prestige, status, and global notoriety for their finding (Arxiv physics and math papers frequently go viral); and how the economy, especially as of 2008, rewards intellectualism and STEM in terms of higher wages and surging asset prices (like stocks (the S&P 500 has nearly tripled since the 2009 bottom), web 2.0 valuations (Snapchat is worth $15 billion, on its way to $50 billion), and real estate (Palo Also home prices have doubled since 2011)), and, understandably, many people want a piece of the wealth pie. They see that intellect - which includes STEM, finance, and also quantitative finance - is the path to both riches and social status (as embodied by wealthy geniuses like Musk, Thiel, Zuckerberg, Shkreli), which is why there is so much interest in these technical, difficult subjects, unlike decades ago when only a handful of people were interested.

But another question is: Does algorithmic trading work? I don't know for sure, but I think a lot money is made in market making (Citadel Capital comes to mind), which tends to full under the umbrella of algorithmic trading - the two are closely related. And the math in involved has much less to do with differential geometry and number theory and more to to do with statistics and linear algebra (such as analyzing correlations between data). This involves a lot of trading and paying constant attention to order books - it's a full time job. I don't think it's as glamorous as many think it is, and I'm not sure if the returns are worth the effort. There are simpler methods, based on mathematics such as the ETF decay, that an also generate very good returns and don't require full-time trading. Here is one http://greyenlightenment.com/post-2008-wealth-creation-guide...

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#37

This stuff is brutally difficult to learn from books. Sigh. Maybe in the years since I studied this as an undergraduate things have changed with youtube and so-on. But there is nothing quite like talking to a real mathematician. One minute you are asking a question about some little thing you are stuck on, and the next minute the master is levitating and bending spoons! That's when you start to feel the real depth be…

I'd say the biggest benefit of being in the present year when learning math from a book is the availability of online resources like Stack Exchange where you can ask experts about the material you're learning if you get stuck. It's also nice that most books are available in pdf form so you can pick up multiple books on each subject you learn and easily switch back and forth between them.

http://math.stackexchange.com/

http://meta.mathoverflow.net/questions/2142/why-is-what-is-t...

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#38

> How to Learn Advanced Mathematics Without Heading to University I wonder if it's even possible. Learning maths requires much work, time and dedication. Doing so alone must be very difficult. There are several things universities provide that are hard to replicate alone: a degree, which gives you access to a job, motivation, learning environment, and "peace of mind". What I mean by peace of mind is that, when you're…

One problem is understanding the notation, as sometimes steps are omitted. I remember one time spending 10 minutes trying to figure out what an author meant, only to learn later he was using something called a 'total derivative'. this means that variables like x,y are actually functions of time . Having a professional simply explain it instead of having to infer the meaning from the author would save a lot of time

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#39

This stuff is brutally difficult to learn from books. Sigh. Maybe in the years since I studied this as an undergraduate things have changed with youtube and so-on. But there is nothing quite like talking to a real mathematician. One minute you are asking a question about some little thing you are stuck on, and the next minute the master is levitating and bending spoons! That's when you start to feel the real depth be…

You want an amazing, 21st century math tutorial? I was astounded by this: https://acko.net/blog/how-to-fold-a-julia-fractal/ Amazing intro to complex numbers.

Thanks that was incredible.

Re: How to Learn Advanced Mathematics Without Heading to University – Part 3

#40

Earlier quoted context omitted.

>Just don't ask me to proof anything I don't mean to offend, but being able to prove things is generally the main focus of advanced mathematics. If you can't prove what you know, or at least have a rough outline of a proof you could construct after referring to something, you haven't learned it in the same way those at a university have.

What about calculus etc? The main focus there seems to be to get a result. There are plenty of fields that use advanced math, but leave extending the math to academia. > If you can't prove what you know Does the Bayesian vs. Frequentist debate hold back working statisticians? Or debate wrt constructivism ( https://en.wikipedia.org/wiki/Constructivism_(mathematics) ) hold back math in general? I admit I'm a bit out of…

You won't do a calculus class for mathematicians without also heaps of real analysis and/or measure theory. It's a different story for a field like engineering, but that's not what the blog post is about. If you haven't studied the proofs, you haven't studied advanced mathematics.

As for Bayesian vs. Frequentist, it's another vim vs. emacs style debate most of the time - which is most appropriate to use, as opposed to which is right and which is wrong. Quite a lot of the time, it just doesn't matter.

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