I had the opportunity recently to be asked to join a committee which had to select candidates for an upcoming election. In the candidate selection phase, the members of the committee use preferential voting to rank the candidates. Prior to the meeting, I did some research on preferential voting systems. I found two main classes Read the full article…
Recently, I found I was published again…sort of. About two years ago, I wrote a review of Gray & Pitts’s Risk Modelling in General Insurance: From Principles to Practice for the South African Actuarial Journal, which was finally published in the 2013 issue. The review itself can be found here (PDF). Enjoy!
After reinventing the wheel a few times, I decided it would be a good idea to keep a list of programming tips or tricks that I find useful, so I started a static page here to keep these tips. It will begin rather haphazardly, but if it grows, I will probably categorize and re-order it. Read the full article…
Not much to say today, other than I am rather excited that I can finally call myself a published author! Today, the Casualty Actuarial Society published Volume 7 Issue 1 of Variance which contains a paper on capital tranching on which I am a co-author. The paper itself is on pages 82–91. This is a Read the full article…
As a result of my previous post, I’ve had a number of requests to describe how I compiled the BLAS, so I’ll do so below. Of course, the necessary caveats, I am not a programmer nor do I play one on the radio so I probably cannot debug any issue anyone may have. Use the Read the full article…
One of the more important pieces of software that powers R is its BLAS, which stands for Basic Linear Algebra Subprograms. This is the suite of programs which, as its name implies, performs basic linear algebra routines such as vector copying, scaling and dot products; linear combinations; and matrix multiplication. It is the engine on Read the full article…
I have been playing with various wordpress themes and CSS settings, trying to find a clean look that allows the header image to look good, the text—including MathJax and LaTeX to look good, knitr/R/code to be properly aligned, and not be an overall eyesore. Any suggestions, corrections, or other helpful comments would be very much Read the full article…
In a recent LinkedIn conversation, the topic of correlation between multiple financial indices was raised. While the actual details are not relevant, the discussion reminded me of one of the concerns I have whenever multivariate correlation is used—how to populate the correlation matrix. First, some background. Unfortunately, most financial random variables are not normally distributed—they Read the full article…
I spent a while today working on a favicon for the blog. I decided to use the Lorenz attractor image in the previous post, as that exhibited the most contrast and looked best at 16×16 and 32×32. Let me know how you think it looks!
I admit it, I succumbed. I finally decided to bite the bullet and start a real blog. Of course, a real blog needs a name. After a period of brainstorming, I decided to name the blog Strange Attractors. What is a strange attractor? An attractor is a mathematical concept which refers to the limits to Read the full article…