hhh

less info
meta site favicon meta user | stack exchange network profile network profile
320 reputation
17
bio website
location Aalto University, Finland
age 24
visits member for 1 year, 11 months
seen Apr 23 at 19:38
stats profile views 48

profile for hhh on Stack Exchange, a network of free, community-driven Q&A sites

Quotes I like

  • We can do better. We have to do better. - Teemu Selänne

  • Real artists ship. -Steve Jobs

  • Done is better than perfect. -Scott Allen

  • Simplicity is not the goal. It is the by-product of a good idea and modest expectations. -Paul Rand

  • "Self-motivation often springs from a desire to show that doubters are wrong."

  • An overflow of good converts to Awesome. ~William Shakespeare

  • I skate to where the puck is going to be, not where it has been. ~Gretzky

  • In mathematics the art of asking questions is more valuable than solving problems. ~Cantor

  • Test fast, fail fast, adjust fast. ~Tom Peters

  • "Our willingness to fail gives us the ability and opportunity to succeed where others may fear to tread."

  • I've missed more than 9000 shots in my career. I've lost almost 300 games. Twenty six times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed. —Michael Jordan

  • To keep pace with the growth of mathematics, one would have to read about fifteen papers a day, source.

  • The best protagonists rarely say anything. Source.

  • Don't give advices and don't listen advices.

  • The less you say the stronger the strength of your words is.

Palchinsky's Three Principles of Success (Tim Harford's book)

  1. Seek out and try new things.

  2. When trying something new, do it on a scale where failure is survivable.

  3. Seek out feedback (to determine your level of success) and learn from your mistakes as you go along.

Misc

P.s. You can contact me with forename@surname.com.


48 Actions

suggestions reviews revisions comments badges posts accepts all
Sep
10
 awarded  Nice Question
Jun
4
 awarded  Yearling
Apr
11
 comment Python library for Portfolio Optimization
@Roy read this here and this here -- simple cases, then use some ready distribution to kill this part "mySet= [x/density for x in range(int(density))] points="" for (x,y,z) in [(x,y,z) for x,y,z in itertools.product(mySet, repeat=3) if abs(x+y+z-1)<delta]:" (delta fixes the floating point err), normal distribution -approximation for the combinations resulted in pretty good results, clear now?
Mar
26
 comment How random are financial data series?
Good question, may I ask what do you mean by random? Knuth in some of his book (probably Seminumerical Algorithms) mentioned something like this A person is insane if he thinks that computers can really generate something really "random". Now depending on your definition of random, you can make things as random or less random you like. Now it is extremely hard to devolop this kind of benchmarks, ad hoc per se.
Mar
14
 comment Quantitative Analysis Games on Investing?
...the inspiration to this game comes from Strategem and some book Limits-to-growth (according to my instructor), only a triviality to know but they may contain something to look at.
Mar
5
 comment Quantitative Analysis Games on Investing?
@AdAbsurdum: the game was played in a way that you supplied a bunch of numbers in text-file to the game (no language barrier). The only useful information is the English site.
Feb
27
 revised Proof that you cannot beat a random walk
...made it more visually pleasing, please, peer-review... it is still hard-reading -- haven't verified it
Feb
27
 suggested suggested edit on Proof that you cannot beat a random walk
Feb
25
 revised Tools in R for estimating time-varying copulas?
...fixed the broken url
Feb
25
 suggested suggested edit on Tools in R for estimating time-varying copulas?
Feb
23
 awarded  Scholar
Feb
23
 accepted Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
Feb
23
 asked Quantitative Analysis Games on Investing?
Dec
8
 comment Proof that you cannot beat a random walk
there is at least one hole in this answer, how do you know that financial valuations are really dependent on the past, not on the last stage (Markov assumption) or perhaps something else? I agree that you can beat RW with arbitrary assumptions but are you sure about your premise here about the historical dependency?
Dec
8
 comment Benefits of Diversification and Rebalancing with negatively skewed leptokurtic return distribution?
...btw from simple time-serie standpoint, autocorrelation and partial autocorrelation decay pretty fast (after sufficient diversification etc) -- how to account this kind of thing? As far as I have understood, the financial time-series are not really naive realization of certain theoretical models such as SARIMA, rather dynamic (even a bit artistic) and my feeling is that to really "solve" this kind of problems would require quite amount of research, well there must be some papers on this -- investigating.
Dec
8
 comment Diversification, Rebalancing and Different Means
@楊祝昇: because questions are still unsolved.
Dec
4
 awarded  Nice Question
Aug
2
 comment How to quantify the impact of management cost on return?
...I am pretty sure this issue is some very basic problem in some field, not sure whether in Econometrics (because this issue certainly requires some understanding from Economics and related to even understand it). It would be more useful if you left this answer as a comment. I am trying to quantify this issue and it does contain different pricing schemes such as annual or daily.
Aug
2
 comment How to quantify the impact of management cost on return?
sheegaon: Suppose you have 1USD for 50 years. It would have produced $1*e^{0.14*50}$ in a fund if you had not lost it. The AC is just "1USD" while the EC is $e^{0.14*50}$. AC and EC are rarely the same unless short-term. In short-term, the fund could produce -14% every year so $AC > EC$. Sorry you should read some introduction Economics books if you cannot understand this, EC is the foregone possibility and AC is just the accounting cost. Very different issues!
Aug
1
 comment Python library for Portfolio Optimization
why do you need a library for this? Just calculate it, I did this once and it was just a few lines of python. Just looped over all possibilities with 0.1% density and it did not take long time to calculate. When you have many assets, use ready distributions (rather than many inner for-loops) to kill the $x^{n}$ -time complexity calculation -problem. It is easy. Let me know how you managed it. I feel you are doing this problem a way too challenging, start easily.
1 2 3