http://asa-caltech.sourceforge.net/
I highly recommend this tool for your Optimisation purposes - very efficient code and a good example for learning how to implement Simulated Annealing Algorithm in C. What what inspires me is the approach the coder of the tool (Lester Ingber) has taken to implement the algorithm - well organised structure highlighting the prime benefits of C over Matlab.
The reason I tool the about page offline was that it did not accurately reflect the focus of this blog. I have drawn up a new chart that is supposed to replace the old one, and apart from it reflecting some of the topics I write about here I would like it to serve as a general chart that shows how Signal Processing and Machine Learning come together in developing Financial models. Please comment on any addition/alteration that can be made.
Seriously, Graphviz is such an excellent graph plotting tool. I have used it on many occasions here and find myself using it more often than Visio. Might be useful to some who have not come across it before:
Nassim Nicholas Taleb is co-editing a special issue of the International Journal of Forecasting with focus on “decision making and planning under low levels of predictability”. The official invite can be found here and while I will not be submitting a paper, I will surely obtain a copy of the issue when it is published.
I have added a few links to my blogroll:
I found this excellent video explaining very casually how the Immune System works. I thought it would be a great addition to one of my previous posts “Financial applications of Artificial Immune Systems“. I’ve copied it below for easy view.
I’ve been very busy over the past few days. I hope to make progress today. Have a look at this clip showing a neural network simulation. “Organised chaos” as the owner puts it.
Really liked this video. Check it out…
