Recent content by featips

Can you tell who is the tutor of the post-doc ? Personal website? Thanks.

I think I need to consider different currencies, not just USD. Maybe I also need to set an upper limit? Is there a STL / string function to directly convert digital number (maybe also plus decimal point) to double number?

Part of my course project (simulate a payment system) requires me to write a C++ code to implement following: ----------------- Accepts a string (input), judge whether it is a valid currency amount or not. ---------- I hope you guys can give me suggestions for: (1) What kind of possible input...

Hi Andy, Thank you for valuable input. I am hesitating in learn Perl or Python, and your input is really helpful. I already learned SQL, playing all commands under SQL command line. Now, I think maybe it is time to play with some SQL programming. I am familiar with C++, but looks like, from...

I just want to practice some SQL programming...what language do you recommend for SQL programming? Python, C++?

Can you give some hints for importing csv to MySQL? Thanks a lot.

Hi, I am learning SQL programming with Perl. Is there any free MySQL database of financial data that I can download to my computer and practice programming with it? Thanks.

The Mosek link libraries are only in folder ''C:\Program Files (x86)\Mosek\6\tools\platform\win32x86\bin'......so I think I set correctly ---------- Post added at 08:05 PM ---------- Previous post was at 07:46 PM ---------- Found the reason: I should input "C:\Program Files...

So, you mean people don't like Visual studio? ---------- Post added at 07:03 PM ---------- Previous post was at 06:57 PM ---------- I downloaded a student evaluation copy of Mosek. First thing is test with example codes. In Visual studio, I set correctly 'additional library directories' and...

Which packages in GSL that you used for optimization? I quickly browsed the reference manual, looks like the 'simulated annealing' and 'Multidimensional Minimization.' are relevant. However, looks like their functions are limited in term of solving nonlinear optimization (comparable to Matlab...

Thanks for replying. All these are commercial codes. Anyone ever tried some open source libraries providing relatively nice optimization capability (certainly may not as powerful as those commercial ones)?

Thanks a lot, ramnik. I am curious about how the portfolio optimization is implemented with C++ in those algorithm trading companies. They wrote their own 'efficient' library to do optimization calculation?

Something like Matlab Fmincon or fminsearch, which can do constrained / unconstrained nonlinear optimization? I mean, the C++ optimization lib used in industry, not just the google search results. Thanks for inputs.

Thanks a lot, iddqd, you gave me a nice starting point.....

Since I works under Linux and sometimes back to windows, I prefer the method is system independent. So, I guess the best way is to convert the excel to csv file. Anyone has suggestion about how to read CSV file? I can practice different method, but if someone has good idea, that may save me...