bio | website | linkedin.com/in/crntaylor |
---|---|---|
location | London, United Kingdom | |
age | 30 | |
visits | member for | 3 years, 10 months |
seen | Oct 9 at 19:20 | |
stats | profile views | 351 |
I'm broadly interested in very applied math. I try to apply ideas from mathematics, statistics, machine learning, formal systems and computer science to solve real-world problems. Mostly in applied finance/quantitative trading, but in other areas if the mood takes me.
The following is for my own use, but feel free to borrow it -
Hi. It looks like you are new here. We are generally very willing to help, but we like users to show the work that they've done towards solving the problem on their own first. If you can edit your question to show the code you've written so far, and where you are stuck, then you will get a much better response.
Jul 2 |
awarded | Curious |
Jun 25 |
awarded | Citizen Patrol |
Jun 24 |
awarded | Nice Question |
May 15 |
awarded | Notable Question |
Dec 20 |
awarded | Yearling |
Jan 28 |
awarded | Popular Question |
Dec 21 |
awarded | Yearling |
Nov 24 |
awarded | Popular Question |
Jul 26 |
accepted | Card game / options pricing / Brownian bridge question |
May 10 |
awarded | Good Answer |
May 1 |
awarded | Popular Question |
Apr 27 |
accepted | An elementary problem in Euclidean geometry |
Apr 26 |
awarded | Nice Question |
Apr 26 |
asked | An elementary problem in Euclidean geometry |
Apr 19 |
awarded | Critic |
Apr 18 |
accepted | Efficient algorithm for finding the minima of a piecewise linear function |
Apr 17 |
awarded | Commentator |
Apr 17 |
comment |
Efficient algorithm for finding the minima of a piecewise linear function
Brian, typically this problem will need to be solved multiple times per second on a rolling basis - so speed is important, but it only needs to be "good enough". If a general purpose LP solver can solve in, say, less than 100ms, that will be well within the bounds of "good enough". |
Apr 17 |
comment |
Efficient algorithm for finding the minima of a piecewise linear function
Thanks. I will experiment with this and see how it turns out. Typically I will be considering n ~ 10^6 which may or may not be "extremely large" under your definition! |
Apr 15 |
asked | Efficient algorithm for finding the minima of a piecewise linear function |