Tuesday, December 27, 2011
Monday, December 12, 2011
Three ancient Chinese Curses
- May you live in interesting times.
- May you come to the attention of those in authority.
- May you find what you are looking for.
Monday, December 5, 2011
What's wrong with or what's working in American court system
"This proposed settlement ("Settlement") is on behalf of a nationwide class of consumers (the "Class") who (1) purchased tickets on Ticketmaster's website, www.ticketmaster.com ("the Website") between October 21, 1999 and October 19, 2011......The proposed Settlement will provide a combination of benefits to the Class and UPS Subclass. Additionally, Lead Class counsel (identified below) will apply for up to $16.5 million in attorneys' fees and expense reimbursements to counsel for the class and for an incentive award of $20,000 to each of the class representatives..."
Wednesday, November 30, 2011
Tuesday, November 29, 2011
A fun funding platform
Friday, November 25, 2011
Knickerbocker 60k results
Ramanujan's Series for 1/π: A Survey
Ramanujan’s Series for 1
/π: A SurveyNayandeep Deka Baruah, Bruce C. Berndt, and Heng Huat Chan
Tuesday, November 22, 2011
Friday, November 18, 2011
Outer class instance variable access from inner class
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
Sharpe Ratio optimization with Matlab 2007a
[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
cool tools
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.