438 reputation
516
bio website linkedin.com/in/crntaylor
location London, United Kingdom
age 30
visits member for 3 years, 8 months
seen 2 days ago

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
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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