108 reputation
7
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location Zurich, Switzerland
age
visits member for 2 years
seen 2 days ago

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


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).
Nov
17
suggested suggested edit on Independence of Brownian motion
Nov
17
awarded  Editor
Nov
17
accepted Independence of Brownian motion
Nov
17
revised Independence of Brownian motion
deleted 82 characters in body
Nov
17
comment Independence of Brownian motion
Right, poorly formulated.
Nov
17
asked Independence of Brownian motion
Sep
27
accepted Image countable when state space is not?
Sep
16
comment Symbol denoting “for at least one”
OK, thanks. What a pity though, having to write words ;-) I suggest we start our own standards, what do you say? :-P