I’ve programmed in many languages before, indeed I’ve spent at least a year working in Basic, C, C++, C#, java, assembler, modula-2, powerhouse and prolog. One thing I’ve never done before is Matlab, well except a few basic exercises for some course I did way back. A couple of years ago I started using python [...]
Entries Tagged as 'Efficiency'
SciPy - the embarrassing way to code
May 6th, 2008 · 39 Comments
Tags: Efficiency · Finance · Machine Learning · Neural Networks · Python · Scipy
Birds and worms
October 10th, 2007 · 3 Comments
I am very busy.
I’m perhaps 2 - 3 weeks away from the first draft of my entire PhD thesis. Finally. I’m also learning a lot of mathematical finance. Currently this means 6 hours a day of lectures which consist of endless stochastic calculus. There just aren’t enough hours in the [...]
Tags: Efficiency