Sublime
An inspiration engine for ideas
So Shampoo has been getting some renewed attention for winning one of the inaugural AlgoPerf challenges. I wanted to understand what the method is doing, so I employed my favourite trick of just ~directly interpreting the pseudocode~
(1/8) https://t.co/0VlJRQ9rt6
Quantum Monte Carlo Algorithm for Aolving Black-Scholes PDE’s for High-Dimensional Option Pricing in Finance & Complexity Analysis https://t.co/qETffafL2Z
Free Alpha for ML Performance Devs:
~5 days ago the Institute for Algebra at JKU published more efficient algorithms for matrix multiplication.
It has *ZERO* stars on Github.
Dropping their recipes into a GEMM microkernel should cut tile multiplication by... See more
Great summary.
When I wrote the foreword to Spitz's Safe Haven I missed the connection to Cramèr who in early 1900 solved the problem:
Insurance requires a < subexponential dist. which BY DEFINITION allows one to use the law of large numbers w/o hitting the absorbing barrier.
Nassim Nicholas Talebx.comNeed the area of a broken polygon?
Don't bother fixing it.
Just sum up the cross product of the two endpoints, and divide by two.
[Here u × v := u₁v₂ − u₂v₁. Works even if the polygon is nonconvex. Caveat: all segments must point counter-clockwise, since u × v =... See more
Keenan Cranex.comThis Chinese AI model just changed document OCR forever.
It can parse complex documents with text, tables, formulas and figures in parallel simultaneously using task-specific prompts.
100% opensource. https://t.co/sH8AfNL95B
Shubham Saboox.com
if you’re doing a PhD in a quantitative discipline you should print this out and hang it above your desk
https://t.co/2CPDxiroJB https://t.co/IyBwbVllrs
The exam might bring up the methods of estimating prepayment rates on CMOs. One method is called the "average life" method in which CMOs are compared to other types of fixed-income securities, with an average maturity calculated for each tranche. The "PSA model" estimates the speed of prepayments against a benchmark. If the "PSA" is 100, that means
... See more