vetta project

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 [...]

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After all this time, I’m finally getting to the stage of knowing enough to know how much I don’t know.  Or in Rumsfeld’s lexicon: unknown unknowns are slowly becoming known unknowns.  Equations, theorems and whole sub-fields of study that I’d previous heard mentioned, or that I’d studied and largely forgotten as they didn’t seem useful, [...]

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With the sub-prime meltdown and ensuing financial crisis, all the hedge funds are in deep trouble… right?
Apparently not.

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When building simulations of rational agents trading in dynamic markets over extended periods of time, tell your optimiser to solve everything down to 1 part in 100 million. If you don’t, all those tiny little errors will start to interact with each other… and 10 years down the track bad things will start to [...]

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From a footnote in the paper I’m currently reading:
“The cubic drift of our share process is also closely related to that of the stochastic Ginzburg-Landau diffusion used in superconductivity physics to model phase transitions.”
You know, there really should be a ban on physicists going to work in mathematical finance…

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2007 was quite a year. It started with two weeks vacation and a friend’s wedding in Rarotonga in the Cook Islands. That was an amazing experience. Two weeks with nothing to do except hang out with friends, soak in the sun, swim with all the tropical fish in the light blue waters [...]

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Somebody once said to me that he was sure that God existed. When I asked why, he explained that it was because he believed in God, and so the existence of God was true for him. As a scientist I reject such reasoning; or at least his concept of what it means for [...]

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I’ve got a backlog of things in my brain that I’ve been wanting to blog, but I’ve been rather busy of late. So here’s a somewhat random brain dump of what’s going on around here…
PhD thesis on AIXI, intelligence and all that is mostly written. I’ve got about one and a half chapters [...]

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