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bio website abremod.com
location Austin, TX
age 48
visits member for 3 years, 1 month
seen Sep 27 at 1:46

Operations Research Analyst


Dec
7
revised Min VaR and Min TE as second order cone program
added more details to the mixed-integer formulation
Dec
7
comment Min VaR and Min TE as second order cone program
@Richard linear problems with convex quadratic objectives are usually easier to solve than general SOCPs, but the gap is closing.
Dec
5
comment Min VaR and Min TE as second order cone program
@Richard It's possible that a continuous SOCP will solve faster than even a linear mixed-integer problem of similar size. It's probably not practical to model a problem with inherently discrete constraints as a continuous SOCP.
Dec
5
revised Min VaR and Min TE as second order cone program
added more details
Dec
5
revised Min VaR and Min TE as second order cone program
added an example
Dec
5
answered Min VaR and Min TE as second order cone program
Jan
30
revised What are the options for a mathematician to break into QF without working for a fund?
removed personal comment, grammar, formatting
Jan
30
suggested suggested edit on What are the options for a mathematician to break into QF without working for a fund?
Oct
12
revised Searching for pairs-trading in sub O(n^2 t) time
removed personal comment, language
Oct
12
suggested suggested edit on Searching for pairs-trading in sub O(n^2 t) time
Oct
5
revised Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
removed personal comment, spelling
Oct
5
suggested suggested edit on Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
Sep
22
awarded  Yearling
Sep
20
revised Accounting for Withdrawals
removed personal comment, added tag
Sep
20
suggested suggested edit on Accounting for Withdrawals
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
edited tags
Sep
17
comment Calculate the “ten year zero rate” given two bonds with two prices
There is no summation to solve. I added (corrected) computation. The only thing you need a calculator for is computing ln(0.7).
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added more computation details
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added 9 characters in body
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added units (%) to answer