One Nomad's Blog

This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Sunday, November 15, 2009

Inspec citation database

Inspec

Ведущая англоязычная база данных по физике и техническим наукам. Содержит около 10 млн. записей: статьи из журналов, материалы конференций, книги, отчеты, диссертации, патенты. Хронологический охват: с 1969 г. по настоящее время.
Для удаленного доступа в систему:
Логин: s6591992
Пароль: host

from here

Monday, November 09, 2009

Motorola Verizon Droid's accelerometer is LIS331DLH

I just installed Sensor Insider Lite on my co-worker's Droid, and it shows the accelerometer chip as LIS331DLH

It has 1kHz sampling rate, which is 10 times higher than G1's accelerometer.

Monday, November 02, 2009

Versions as bookeeping

From November 2, 2009 10:56 AM PST
Chrome and others nibble away IE usage by Stephen Shankland at CNET

Chrome offers an interesting contrast to IE's slow change rate. By default, Google upgrades the browser automatically without giving people any say-so. That might cause some heartburn among some, but it rapidly distributes security patches and new features. To Google, Chrome version numbers are for bookkeeping in the background, not for splashing prominently in front of users.


I found this snippet interesting. It sounds as if MS was following traditional product management strategy, where version numbering is part of marketing, while Google is tweaking it. Google's marketing was quite unusual. When the ycame up with GMail and some other products, they didn's advertise them. Users would somehow find out about them during beta, and start using, so that when the final production release comes out, it's no longer a news.

Sunday, November 01, 2009

PhD Finance Programs in Metroc DC area

PhD in Finance at UMD: deadline Dec 15

JHU doesn't have PhD in Finance or related

UVA, Darden has no openings for 2010, PhD Finance

Wharton, UPenn, PhD in Finance, deadline Dec 15

GMU, PhD Computational Finance is it still active?

Friday, October 30, 2009

Distributions of distances between local maxima of random sequences

Тезисы X Всероссийского симпозиума по прикладной и промышленной математике (осенняя открытая сессия)
(Сочи - Дагомыс, 1 - 8 октября 2009 г.)

А.М.Зубков, Н.А.Харитонова, Е.В.Хиль. Формулы для распределений расстояний между соседними локальными максимумами

They found that if x(i) is IID, and y(i) = x(i) + x(i-1), then mean distance between local maxima of y(i) is 4. They refer to my work on the same statistics for x(i).

Friday, October 23, 2009

CUDA in Finance

This talk is by Tom Bradley from nVidia. Someone referred him to me as a source in nVidia, who worked with Financial apps using CUDA.

Monday, October 12, 2009

Excel's Solver algorithm

According to MS docs:

Microsoft Excel 2000 Solver uses the Generalized Reduced Gradient (GRG2) algorithm for optimizing nonlinear problems. This algorithm was developed by Leon Lasdon, of the University of Texas at Austin, and Allan Waren, of Cleveland State University.

Linear and integer problems use the simplex method, with bounds on the variables and the branch and bound method, implemented by John Watson and Dan Fylstra, of Frontline Systems, Inc.


Here's a description from authors.