15,742 reputation
13384
bio website linkedin.com/in/crntaylor
location London, United Kingdom
age 30
visits member for 3 years, 10 months
seen yesterday

I'm broadly interested in very applied math. I try to apply ideas from mathematics, statistics, machine learning, formal systems and computer science to solve real-world problems. Mostly in applied finance/quantitative trading, but in other areas if the mood takes me.


The following is for my own use, but feel free to borrow it -

Hi. It looks like you are new here. We are generally very willing to help, but we like users to show the work that they've done towards solving the problem on their own first. If you can edit your question to show the code you've written so far, and where you are stuck, then you will get a much better response.


Oct
20
awarded  Nice Answer
Oct
16
comment Integrate by parts: $ \int x\,\tan^2(2x) dx $
What are $t$ and $g$? Is it one function $tg$? Or are they constants?
Oct
4
revised Choice Problem: choose 5 days in a month, consecutive days are forbidden
added 17 characters in body
Oct
4
comment Choice Problem: choose 5 days in a month, consecutive days are forbidden
Thanks, edited :)
Oct
4
answered Choice Problem: choose 5 days in a month, consecutive days are forbidden
Oct
1
awarded  Good Question
Sep
30
awarded  Explainer
Sep
28
revised How do you integrate imaginary numbers?
added 15 characters in body
Sep
26
comment Consider the problem minimize $f(x)= x^4 −1. $
The proof of quadratic convergence for Newton's method uses the fact that the first derivative of the function whose zero you are finding (i.e. $f''(x)$ in your case) does not vanish on some interval surrounding the root. But you have $f''(x) = 12x^2$ which is zero at the root $x=0$, so the proof of quadratic convergence fails.
Sep
26
comment Solve linear system with matlab
Also, your text specifies $m\geq n$ but your example has $m < n$ (although I don't think this is relevant - probably just a typo).
Sep
26
comment Solve linear system with matlab
You have more equations than unknowns; why do you expect to be able to find an exact solution?
Sep
11
comment Pseudo Proofs that are intuitively reasonable
@MJD Yes, good to mention the Andreas Blass paper too. I'm not sure whether I knew about it or not when I wrote this answer. If I did, then it was surely an oversight.
Sep
11
awarded  Nice Answer
Sep
10
awarded  Nice Answer
Sep
10
revised Why do we use a Least Squares fit?
deleted 116 characters in body
Aug
7
comment Coordinate descent with constraints
Thanks Michael!
Aug
7
accepted Coordinate descent with constraints
Aug
6
comment Coordinate descent with constraints
Thanks for this answer Michael. Is it easy to see that when dealing with coordinate-wise bounds, thresholding to $l_i\leq x_i\leq u_i$ at each step results in the global minimizer for the problem I posed (convex function with separable non-smooth constraints and coordinate-wise bounds)?
Aug
5
asked Coordinate descent with constraints
Aug
1
comment What are some conceptualizations that work in mathematics but are not strictly true?
@BCLC a physicist would say $f(r,\theta)=r^2$ whereas a mathematician would say $f(r,\theta)=r^2+\theta^2$.