By day, and by most other occasions, when at a computer generating code, I’m often rather far removed from the web browser. I typically spend my time building systems that deal with massive amounts of data, running on a bunch of servers. Visualising or exposing this in a UI is either an afterthought or left… Continue reading Playing with ClojureScript: Illustrating a Monte Carlo experiment in browser
Tag: Monte Carlo
Playing with Clojure and sampling algos
Over the last few months I’ve been learning Clojure. Best way to learn I find is to use what you learn for something you find useful or interesting. This morning, while browsing Hacker News, I found myself reading about Vitter’s reservoir sampling algorithm, with an example developed in Ruby. After spending a little bit of time… Continue reading Playing with Clojure and sampling algos
Pricing an Asian Option using multithreaded Java
So I’ve been busy lately and haven’t had the time to write any new blog posts, but I can’t let all of February go past without posting anything. So I might as well write a post related to what I’m currently working on. And that would be pricing an Asian Option. But in stead of… Continue reading Pricing an Asian Option using multithreaded Java