133 reputation
29
bio website
location Zurich, Switzerland
age
visits member for 2 years, 9 months
seen Aug 31 at 19:53

MSc Quantitative Finance at ETH Zurich, BSc in Business, Economics and Finance in Switzerland and Hong Kong. Interests in computer science, programming, mathematical and computational finance. Languages: (X)HTML, CSS, Javascript, PHP, Perl, LaTeX, C++ (notions) // Servers: Apache, MySQL // OS: Windows 95-7, Linux (Ubuntu) // Frameworks: Codeigniter


Dec
4
awarded  Notable Question
Sep
24
awarded  Autobiographer
Aug
4
awarded  Notable Question
Jul
2
awarded  Curious
May
26
comment Removing a fixed quantity from multiple “buckets” randomly
I actually want to be able to draw from all buckets. The idea is to remove $k$ randomly while being "fair" in the sense that all buckets are removed from (imagine the "elements" are units of money, and the buckets are people).
May
26
revised Removing a fixed quantity from multiple “buckets” randomly
deleted 19 characters in body
May
26
comment Removing a fixed quantity from multiple “buckets” randomly
To clarify, I guess one way to do this would be to shuffle all the elements together, remove $k$ randomly, and then put all remaining elements back into their respective buckets (assuming we can distinguish them somehow).
May
26
asked Removing a fixed quantity from multiple “buckets” randomly
Feb
5
awarded  Popular Question
Aug
16
awarded  Popular Question
Apr
16
accepted On norm selection for the solution of an overdetermined linear system
Apr
15
comment On norm selection for the solution of an overdetermined linear system
Great answer, thanks! Is there any reason why we might want to choose a norm other than L1,L2 or L∞? For example: the "best" norm $p$ (possibly $> 2$) for the given problem, obtained e.g. via the condition number of A?
Apr
15
asked On norm selection for the solution of an overdetermined linear system
Apr
14
comment Why do we use a Least Squares fit?
"So minimising the sum of squares error is equivalent to minimising the distance between the data-point and the prediction-point in the N-dimensional phase space - a very natural way of calibrating our model." Natural, yes, because we are used to reasoning in Euclidean spaces with the associated L2 (Euclidean) norm. There may be (perhaps non-intuitive or "unnatural") mathematical reasons for deviating from this norm towards others.
Nov
25
comment Infinite expected value of a random variable
The result is quite counter-intuitive. How can summing up products of finite numbers (the values of the random variable) with finite numbers (the probability of the random variable taking on that value) be infinite?
Nov
25
asked Various integration theories
Nov
17
awarded  Commentator
Nov
17
accepted Infinite expected value of a random variable
Nov
17
asked Infinite expected value of a random variable
Nov
17
revised Independence of Brownian motion
Grammatical changes, error in W(S).