bio | website | linkedin.com/in/crntaylor |
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location | London, United Kingdom | |
age | 31 | |
visits | member for | 4 years, 5 months |
seen | Apr 20 at 9:06 | |
stats | profile views | 366 |
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.
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accepted | An elementary problem in Euclidean geometry |
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Apr 26 |
asked | An elementary problem in Euclidean geometry |
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Apr 18 |
accepted | Efficient algorithm for finding the minima of a piecewise linear function |
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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! |