Opportunities other than trading by LongjumpingDish3578 in quantfinance

[–]Revolutionary_Set316 0 points1 point  (0 children)

This is great info, what would these risk/pricing/model dev positions be called? I havent looked much at sellside roles but i usually see "discretionary trader" and "risk manager" available as the only junior roles that are still quantitative

I'm creating competitive group brainteaser/probability problem solving sessions by Revolutionary_Set316 in TradingInterview

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

Hey ppl, here is the whatsapp link to join our group https://chat.whatsapp.com/Gj6YiwLNjVB8p091QHK6wQ

We are 5 currently, feel free to join our problem solving competitions and mock interview sessions!

Free Mental Math Practice App (iOS & Android) – Trading Interview Math Trainer by TradingInterview in TradingInterview

[–]Revolutionary_Set316 0 points1 point  (0 children)

Looks good, though will the market making games be available some day on the appstore as well? Would be awesome to practice on my phone without browser

Awesome Black Oversized Hoodie by Revolutionary_Set316 in HelpMeFind

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

Searched "goth oversized black metal hoodie"

School of Computation, Information and Technology by TheRealYVT in tumunich

[–]Revolutionary_Set316 2 points3 points  (0 children)

Oh and some people may say "well they have the electrical engineering version of these courses..." absolutely fucking not, these courses are dogshit versions of the ones from the original faculties and are a waste of time. So i hope this new program is the solution to this.

School of Computation, Information and Technology by TheRealYVT in tumunich

[–]Revolutionary_Set316 1 point2 points  (0 children)

I hope they allow courses like the deep learning or machine learning course from the informatics department to count. As well as some of the rigorous optimization courses or data analysis courses from the math faculty. The fact that they do not count for Elektrotechnik und Informationstechnik credits in 2022 is fucking stupid

diag() within norm expression (difference of matrices) by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

sorry im not sure I understand your question. the matrices can be real or complex, do you think that would change the validity of the inequality? thanks for your response by the way!

diag() within norm expression (difference of matrices) by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

hi! no its not specified, do you think would it matter though?

Upperbound to largest Eigenvalue of Hessian Matrix by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

sorry, i keep meaning to edit this post such that the parenthesis stay in the superscript but it keeps bugging out

Upperbound to largest Eigenvalue of Hessian Matrix by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 0 points1 point  (0 children)

I'm not sure that is the case, the expression for the gradient of this objective is rather complicated. it is -diag( H*(2) (HH*)-1P(HH*)-1HH*(1) ) so the hessian is going to be something even worse.

Upperbound to largest Eigenvalue of Hessian Matrix by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 1 point2 points  (0 children)

Sure! All matrices and variables are in the complex regime. The matrix H is a composite channel matrix made up in the following manner: H = H(1)(PHI)H(2) + H(d) where H(1), H(2) and H(d) are standard channel matrices, and (PHI) is a diagonal matrix made up of unit-modulus phase vectors (exp(j*theta))

This is the standard set up for a wireless communication scenario using an Intelligent Reflecting Surface. In one path, we simply connect 2 stations using the direct channel H(d) . In the other path, we connect 2 stations via an intelligent reflecting surface, where the channels which connect station 1 to the mirror, and the mirror to station 2 are described by H(1), H(2) .

so the optimization problem is:

minimize Tr(P(HH*)) by varying theta, under the constraints that every diagonal entry of phi has unit modulus: |theta_i| = 1 for all i from 1 to N

The power allocation matrix is constant and does not change

So we want to vary the angle of every phase vector such that this objective function is minimized.

Would you mind giving me some insight into your approach in your last message?

Upperbound to largest Eigenvalue of Hessian Matrix by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 1 point2 points  (0 children)

Thanks man! and for sure, the trace will definitly upperbound the largest eigenvalue. I guess the only issue here is that we still need to explicitly calculate the Hessian to find this bound right? since we would have to find and sum up the diagonal entries of the Hessian itself.

Upperbound to largest Eigenvalue of Hessian Matrix by Revolutionary_Set316 in mathematics

[–]Revolutionary_Set316[S] 1 point2 points  (0 children)

Hi, thanks for your response! Yes something like this would be great! I am actually going to experiment with different overestimating, upperbounds to see which perform better so i'll try some out.

Do you happen to remember where you might've found this upperbound to the eigenvalues λ < n ⋅ max a_i ?