最近確率と金融工学の方法を考えながら悩んでいます。It is difficult to decipher the relationship between "risk neutral world", "equivalent Martingale measure", and "market price of risk". My understanding is that, in a world where the stocha…

最近面白いアルゴリズムを解けました。Given a number N that could be up to 10^18 and a list of every other prime factor, the requirement is to compute the complete prime factorization. This was basically handled using a brute force search. …

最近トップコーダーのアルゴリズム問を解きながら苦労しました。I correctly deduced that the problem had an embedded recursive structure: to flip the ith light switch off meant, in order for the problem to be solved, all light switches at mult…