Recent content by Daniel Duffy

The seeds of this course were sown in 1990 and evolved over many years in real life. To date, I have written several books. And this course is focused on finance. https://www.datasim.nl/books A short history is here...

Statistics is an _application_ of mathematics to a certain domain.

What's "Calculus" precisely?

Learning statistics after applied maths >> than the other way around.

C++ is a skill for life.

https://cython.org/

Cython == Bridging Python and C/C++. Best of both worlds.

https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020 See the work of Dr. Jim Gatheral as well.

Python and SQL are extremely useful. To learn programming, another language is needed, e,g, C/C++, C#. Depending on LLM is not healthy.

CMake for C++

CMake

These days C++ has support for dates and time, https://en.cppreference.com/w/cpp/chrono

If you send me an email dduffy@datasim.nl btw I wrote that book ;) please send the code + tests!

good stuff. Uchi mata is a big one. I used to do a lot of sutemi but lately sasae tsurikomi ashi is easier :-) Now doing kime no kata to keep fit.

Measure Theory with a focus on probability. This is a real heavy course .. deep knowlegde of Real Analysis needed. MT is not as useful as it is made out to be (moi, 3 years of it at undergrad level). https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf