Thomas Schmelzer

Aktiv seit 2008

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Nachricht

I develop strategies for a proprietary trading company in Switzerland.

Academic background:
PhD, Numerical Analysis, Oxford University, Supervisor: Nick Trefethen.

Professional Interests: numerical analysis, optimisation, inverse problems, regularisation and regression, digit hunting, C++, Java

Gesendet

Summing Kempner's Curious (Slowly-Convergent) Series
We compute the limit of the harmonic series missing all numbers that contain a "42".

fast 17 Jahre vor | 1 Download |

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Gesendet

The matrix exponential
Computes exp(A)*b where A is real and symmetric

etwa 17 Jahre vor | 2 Downloads |

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Gesendet

Carathéodory-Fejér approximation
Compute the "best" rational approx. for the exponential on R_ (as Trefethen did).

etwa 17 Jahre vor | 1 Download |

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