Tag Archives: functionals

http://video.ted.com/assets/player/swf/EmbedPlayer.swf Thank you, steel manufacturing companies, and thank you, chemical processing companies, for giving us the time to read. —Hans Rosling Totally good point about how the mechanisation of the rich world has allowed us to have so many professors, … Continue reading

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Sub i, sub j

I hope I can say this in a way that makes sense. One kind of mathematical symbology your eyes eventually get used to is the “Σum over all individuals” concept: Yes, at first it’s painful, but eventually it looks no … Continue reading

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With the the increasing availability of complicated alternative investment strategies to both retail and institutional investors, and the broad availability of financial data, an engaging debate about performance analysis and evaluation is as important as ever. There won’t be one … Continue reading

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Measure: Sizing up the Continuum

For those not in the know, here’s what mathematicians mean by the word “measurable”: The problem of measure is to assign a size ≥ 0 to a subset of ℝ. In other words, to answer the question: How big is that? Like, how big … Continue reading

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A One-Line Viewpoint on Trading

Given a time-series of one security’s price-train P[t], a low-frequency trader’s job (forgetting trading costs) is to find a step function S[t] to convolve against price changes P′[t] with the proviso that the other side to the trade exists. S[t] represents the bet … Continue reading

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What’s Wrong with OKCupid’s Matching Algorithm

OKCupid is using the wrong mathematics to match potential dates together. But before I critique them, let me compliment them on what they’re doing right: “Our” mutual score is the geometric average of your score of me, and my score … Continue reading

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