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Vincent Granville's Blog – November 2017 Archive (9)

Great Saturday Reading

Here is our selection of featured articles and resources recently published:

Resources:

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Added by Vincent Granville on November 25, 2017 at 4:46pm — No Comments

High Precision Computing: Benchmark, Examples, and Tutorial

In some applications, using the standard precision in your programming language of choice, may not be enough, and can lead to disastrous errors. In some cases, you work with a library that is supposed to provide very high precision, when in fact the library in question does not work as advertised. In some cases, lack of precision results in obvious problems that are easy to spot, and in some cases, everything seems to be working fine and you are not aware that your simulations are completely…

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Added by Vincent Granville on November 19, 2017 at 9:30am — No Comments

Great Saturday Reading

Here is our selection of featured articles and resources posted in the last few days:

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Added by Vincent Granville on November 18, 2017 at 10:00am — No Comments

High Precision Computing in Python or R

Here we discuss an application of HPC (not high performance computing, instead high precision computing, which is a special case of HPC)  applied to dynamical systems such as  the logistic map in chaos theory. defined as X(k) = 4 X(k) (1 - X(k-1)). 

For all these systems, the loss of precision propagates exponentially, to the point that after 50 iterations, all generated values are completely wrong. Tons of articles have been written on this subject - none of them acknowledging the…

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Added by Vincent Granville on November 13, 2017 at 7:00pm — No Comments

Great Saturday Reading

Here is our selection of featured articles and resources posted in the last few days:

Continue

Added by Vincent Granville on November 11, 2017 at 4:55pm — No Comments

Beginners Guide to Chatbots

Summary:  This is the first in a series about Chatbots.  In this first installment we cover the basics including their brief technological history, uses, basic design choices, and where deep learning comes into play.  In subsequent articles we’ll describe in more detail about how they are actually programmed and best practice dos and don’ts.…

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Added by Vincent Granville on November 8, 2017 at 1:30pm — No Comments

DSC Competition for Data Science and Quant Pros

Data Science Central (DSC) is excited to announce our competition to solve a new, interesting problem in statistical science, pertaining to stochastic processes. DSC members are invited and encouraged, to submit a theoretical solution or an application to real life problems, including but not limited to fintech, operations research, statistical science, computer science, economics, engineering, social, actuarial, biological or physical sciences.

The statistical process central to this…

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Added by Vincent Granville on November 8, 2017 at 12:00pm — No Comments

Fascinating Time Series with Cool Applications

Here we describe well-known chaotic sequences, including new generalizations, with application to random number generation, highly non-linear auto-regressive models for times series, simulation, random permutations, and the use of big numbers (libraries available in programming languages to work with numbers with hundreds of decimals) as standard computer precision almost always produces completely erroneous results after a few iterations  -- a fact rarely if ever mentioned in the scientific…

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Added by Vincent Granville on November 6, 2017 at 8:30pm — No Comments

Trend Analysis of Fragmented Time Series

Full title: Trend Analysis of Fragmented Time Series: Hypothesis Testing Based Adaptive Spline Filtering Method.

Missing data present significant challenges to trend analysis of time series. Straightforward approaches consisting of supplementing missing data with constant or zero values or with linear trends can severely degrade the quality of the trend analysis, which significantly reduces the reliability of the…

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Added by Vincent Granville on November 3, 2017 at 10:23am — No Comments

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