Wednesday, November 30, 2011
Tuesday, November 29, 2011
Friday, November 25, 2011
Ramanujan’s Series for 1/π: A Survey
Nayandeep Deka Baruah, Bruce C. Berndt, and Heng Huat Chan
Tuesday, November 22, 2011
Friday, November 18, 2011
this.bar = foo+1;
What if we want to rename bar to foo as well? "this" prefix will refer to inner class so we have to qualify it with outer class as below.
this.foo = Outer.this.foo+1;
Monday, November 14, 2011
Wednesday, November 9, 2011
[w,fval] = fmincon(@(w) -w'*r/sqrt(w'*c*w),ones(N,1)/N ,-eye(N),zeros(N,1),ones(1,N),1);
objective term: -w'*r/sqrt(w'*c*w) is the formulation of Sharpe Ratio, where r is the excess return vector, c is the covariance matrix,and w is the security weights we're optimizing. Since it's a minimization algorithm we have to negate it.
N is the dimension of the problem where c and r dimensions need to match.
initial value: ones(3,1)/3 to start the search
long only constraint: Aw ≤ b where A=-eye(3), b=zeros(3,1) which becomes w ≥ 0
budget constraint: Aw=b where A=[1 1 ... 1], b=1 which becomes ∑wi = 1
the outputs are the weights and the optimal function value at these weights.
Friday, November 4, 2011
http://www.reqall.com/ transcribes your voice mail (human assisted) and send it to you as an email. Good for short reminders, calendar entries, even for longer text. You can call from registered five phone numbers or with a PIN from any other phone as well (they use caller id to identify the account). Available worldwide.
Best part... it's free.