14,903 reputation
12975
bio website linkedin.com/in/crntaylor
location London, United Kingdom
age 30
visits member for 3 years, 4 months
seen 6 hours ago

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.


Apr
14
awarded  Enlightened
Apr
14
awarded  Nice Answer
Apr
4
answered Is it possible to fit any regression line to a set of data points?
Apr
3
awarded  Notable Question
Mar
23
awarded  Enlightened
Mar
23
awarded  Nice Answer
Mar
5
comment Game Theory/Bayesian approach to a bluffing game
@DanielR Pretty sure (although open to being proved wrong). Player 1's expectation, if he bluffs with probability $q$, is $E = 0.2(2p + (1-p)) + 0.8(q(-p + (1-p)))$ which simplified to $E=0.2(1+p) + 0.8q(1-2p)$. Therefore if $p>0.5$ the second term is negative, so $q=0$ maximizes the expectation. If $p<0.5$ the second term is positive, so $q=1$ maximizes the expectation. This assumes that player 2 never changes their strategy, of course.
Mar
5
asked Game Theory/Bayesian approach to a bluffing game
Mar
5
answered Probability Discrepancy in drawing 2 cards from a Deck of 52
Mar
4
comment What is equivalence of $(p \vee q) \wedge \neg (p \vee q)$?
Let $a = p \vee q$. Then you have $a \wedge ¬ a$.
Feb
25
awarded  Self-Learner
Feb
21
comment How do you describe your mathematical research in layman's terms?
@Arthur Feynman was speaking about theoretical physics, which deals with quarks, gluons, hadrons, bosons and other things that most people aren't familiar with. His book QED succesfully imparted the flavour of quantum electrodynamics and the path integral formalism to me as a sixteen year old. I don't think we should shrug off our responsibility as mathematicians so easily.
Feb
18
comment Standard Deviation Annualized
@kookster Yes, still true (note that with only 30 data points the confidence intervals on your measured standard dev will be quite wide).
Feb
1
comment integration method
This transformation gives better convergence properties for the algorithm described in your code (which is essentially Gaussian quadrature at random locations) but that's not what I understand by the "hit and miss" method (generating random $(x,y)$ pairs and checking to see if they fall into the region being integrated).
Feb
1
comment integration method
This answer from over two and a half years ago suddenly got a flurry of upvotes - anyone know why?
Jan
31
comment Is this number rational or irrational?
@HagenvonEitzen Thanks. This question was actually inspired by this topic on Hacker News.
Jan
31
comment Coin flipping probability game ; 7 flips vs 8 flips
I would also be perfectly willing to accept the intuitive explanation as a proof. In fact, it's a strictly better proof than the one given, because it immediately generalizes to the case where your friend flips $n$ times and you flip $n+1$ times for $n\geq 0$.
Jan
31
comment Is this number rational or irrational?
@Martín-BlasPérezPinilla How long did it take you to come up with this argument? Did you see it instantly?
Jan
31
asked Is this number rational or irrational?
Jan
28
comment Few calculus questions
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 what you've done so far, and where you are stuck, then you will get a much better response.