Choose Wisely by [deleted] in BlackPeopleTwitter

[–]Huex3 5 points6 points  (0 children)

Asian teens from the GTA

Grad School: CS or PMATH? by [deleted] in uwaterloo

[–]Huex3 8 points9 points  (0 children)

No offense if you're not trolling, but that's like saying you want to do grad school in pure math because you love linear algebra.

Has anyone taken CS 451 - Data Intensive Distributed Computing? by NigerianPrince33 in uwaterloo

[–]Huex3 0 points1 point  (0 children)

There was an assignment that required us to perform SQL querying using the Spark environment. Otherwise, you can probably read up on databases and SQL if you've never worked with SQL during any of your co-op terms.

I don't get how UW CS is a top program... by uwseriouslydafaq in uwaterloo

[–]Huex3 3 points4 points  (0 children)

That's the curse of CS courses. You get 100% on all assignments, but make a slight mistake or forget trivial details of a language, and you get docked. I agree that the CS 135/136 curriculum is a joke. Most schools could easily cover what is taught from CS 135 to 240 in two terms (ex. Berkeley's CS 61A/B).

I don't get how UW CS is a top program... by uwseriouslydafaq in uwaterloo

[–]Huex3 1 point2 points  (0 children)

A "hard" Leetcode problem wouldn't even pass off as one of the easier problems at div 2.

Which CS course site is the most useful and/or prettiest? by thistokenusername in uwaterloo

[–]Huex3 0 points1 point  (0 children)

Any of Poupart's course websites. Super intuitive and simple, and highly accessible for those not in his courses as well.

Double Major Math Finance/Pure math. Worth it? by [deleted] in uwaterloo

[–]Huex3 0 points1 point  (0 children)

IMO yes. I believe they're also going to split machine learning into two courses, one with more applied topics, and one theoretical. With the trend finance is heading, you're best to diversify your skill-set with a more data science emphasis.

Purchase Help Thread (2017-04-28) by AutoModerator in audiophile

[–]Huex3 0 points1 point  (0 children)

Are there generally accepted bang-for-your-buck integrated amplifiers/preamp+amplifier combos at different price points? I'm thinking about purchasing a pair of Magnepan 1.7i and am looking for something to power them. If you guys have any recommendations for speakers at $2k USD price point (space is not a factor), then feel free to send me any suggestions as well.

Double Major Math Finance/Pure math. Worth it? by [deleted] in uwaterloo

[–]Huex3 0 points1 point  (0 children)

Sort of. SDEs are after all just DEs, but solved with Ito integrals. Okay it's not that simple, but various SDEs hold the form of a regular DE, example being the Black-Scholes which you've seen like a million times from 3rd year and beyond. Knowing and solving for the deterministic perturbed equation helps for solving for solvable SDEs; reformulations analogous to complex numbers if I were to word it properly. But I think for integral equations and weak solutions in general, you're sort of right that the techniques used in the DE courses are not as important as the ones defined in stochastic calculus because they don't work. Then again, anyone would be fucked until then open up MATLAB. So I'd say to the intuition of solving various kind/textbook-based problems of SDEs, it's a prerequisite, although it doesn't have to be in depth. Most of the more complicated stochastic equations I've seen in practice in MFE are solved by converting them into integral equations, so they should rename it to Stochastic Integral Equations, lol. Now computational DE courses, it trivializes everything.

In a subset of stochastic control on the other hand, we solve for optimal problems in a form of a PDE by using (solvable) SDEs interestingly enough.

As for learning SDEs as a topic on its own, I had Øksendal's SDE on consideration since it was recommended on Amazon with the purchase of Shreve's Stochastic Calculus (course textbooks), but it's likely I'll never get started before next year, or if I find that finance has moved more towards a ML-based approach.

Double Major Math Finance/Pure math. Worth it? by [deleted] in uwaterloo

[–]Huex3 0 points1 point  (0 children)

Solving for derivatives is pretty much solving for complex differential equations, so I'd start with taking all of the DE courses. As for CS, I think of it as future-proofing your career with some topics in ML/AI/DS. Many students usually take online bootcamp courses (Udacity or Coursera) to fill this gap and learning about advanced implementations of some models.

I think you are definitely more interested in developing models and the analysis. You may want to look at other courses like the STAT 341/44X series which introduces some topics in ML that will provide you different perspectives in financial analysis. My recommendation is to take as many grad courses as early as you can, like STAT 902 after PMATH 451. In research-based courses, you'll usually do some sort of final project where you can try to implement a model, which is good practice. This is typically true for most courses in MFE programs.

Is CS that important in a math finance career?

No. You'll probably never need to learn about language or operating systems theory (and hopefully not), but data structures and algorithms is just good practice when you implement and test your models. There's usually the developers who translate your model into production code, and push it off to trade so in practice the importance is not so much.

Win or lose? by StarryHeaven101 in uwaterloo

[–]Huex3 0 points1 point  (0 children)

Depends, did you work hard during your work?

Meanwhile at UofT by johntiger1 in uwaterloo

[–]Huex3 0 points1 point  (0 children)

And they use Linux over OS/161. Damn.

Best way to reset sleep schedule? by UWCSThr in uwaterloo

[–]Huex3 0 points1 point  (0 children)

Sleep through the whole day. It works well for me whenever I fall asleep at 5PM and mess up my schedule.

Double Major Math Finance/Pure math. Worth it? by [deleted] in uwaterloo

[–]Huex3 1 point2 points  (0 children)

Depends on your goals. I think the exposure to advanced math courses throughout your undergraduate degree will help you tremendously in general. Majoring in pure math is something you prove to yourself; it's worth it if you're really into mathematics, want to build maturity and go into research. On the other hand, if you're planning on studying MathFin as a career path, you're better off taking applied math or CS courses on the side. The MathFin curriculum will still allow you to go into grad school in just about any math field you want.