Gallery — Math

A basic understanding on Bayes' theorem and how to apply it to baseball statistics.

An indoor positioning system relying on time difference of arrival measurements of ultrasonic pings from fixed transmitters. Code available at https://github.com/YingVictor/ultrasonic-positioning

MATH 108 - Introduction to Formal Mathematics

IB

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Suppose you have a data matrix comprised of several stock options over a set period of time. How do you choose the optimal collection of stocks such that you maximize your returns for a given level of risk? What Markowitz found was an elegant equation. What we realized rather quickly is there does not exist a closed form solution to this problem. Instead we use the tried and tested linear approximation. By transforming this problem into Matrix multiplication, we are able to quickly and (with desired accuracy) approximate the optimal solution, using only linear algebra.

Homework for IEOR 6613

Fast exponentiation

General notes/homework template with several command shortcuts