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The Blog of Florian Dahms - How to Analyze Historical Stock Data with Ruby
http://fdahms.com/2014/10/23/how_to_analyze_historical_stock_data_with_ruby
The Blog of Florian Dahms. How to Analyze Historical Stock Data with Ruby. First of all I want to thank you for all the positive feedback I got on the last article. It is wonderful to know that I have such an awesome readership in you! Now to todays topic: I want to share how I gathered the data for the last article. There are two parts to it. First the historical data points need to be collected from somewhere. I chose Yahoo Finance. Parsing historical stock prices from Yahoo Finance. C is the year of t...
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The Blog of Florian Dahms - How to define a good objective function
http://fdahms.com/2014/12/05/objective_functions
The Blog of Florian Dahms. How to define a good objective function. An example is the RWTH Aachen timetabling problem. So far I can give you the following advice when trying to define a good objective function for your optimization problem:. Often this path of thinking does yourself (and your customer) a great disservice. Adding more details to your model postpones the time when you implement the first solution and puts additional risk on the project. Here the same concept applies as already ment...
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The Blog of Florian Dahms - Impressions from WebSummit 2014
http://fdahms.com/2014/11/04/impressions_from_websummit
The Blog of Florian Dahms. Impressions from WebSummit 2014. I am currently in Dublin on the WebSummit 2014. A huge 22.000 participants tech conference) with our Hamburg based startup ShelfSailor. This will be a little off topic from my other articles - but nevertheless you might find something useful among the learnings I took away from some of the talks. Also at the end there are some pictures I took today. The first talk of the day I attended was given by Jack Welde. How to keep a culture of innovation.
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The Blog of Florian Dahms - How the Simplex method works
http://fdahms.com/2015/01/16/how_the_simplex_works
The Blog of Florian Dahms. How the Simplex method works. It all starts with some generic linear program:. Begin{align} max ; and c intercal x text{s.t.} ; and Ax and leq b and x and geq 0 end{align} ]. A linear program describes some multidimensional polyhedron and we are looking for a point that maximizes a linear function which geometrically means that it is the furthest point into some specified direction. In 2D this could look as follows:. A convex and a non-convex set. How does this work in detail?
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The Blog of Florian Dahms - Meet AMoR, the Modeling Language I Created in Only One Day
http://fdahms.com/2014/10/25/meet_amor_the_modeling_language_i_created_in_only_one_day
The Blog of Florian Dahms. Meet AMoR, the Modeling Language I Created in Only One Day. I have created a modeling language for linear and integer programming. You may wonder why I did that, because there are already some out there ( AIMMS. To name a few). The first answer is: because I could. Seriously - if you knew you could pull something like that off in a single day, wouldn't you be tempted to just do it? Sufficiently simple isn't it. And now expressing complex logic or pulling in data is no issue...
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The Blog of Florian Dahms - Why You Should Not Think of the Stock Market as Unsafe
http://fdahms.com/2014/10/19/why_you_should_not_think_of_the_stock_market_as_unsafe
The Blog of Florian Dahms. Why You Should Not Think of the Stock Market as Unsafe. So assume you have invested in an index tracking fund, following the S&P 500. Index As you are a responsible investor, you have only put money there that you could live without. The good thing about not needing the money is, that you can wait through a crisis. The question is, what is the possibility to wait worth? This is good news for your private retirement planning. Because when investing some money in some S&P 500...
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The Blog of Florian Dahms
http://fdahms.com/about_me
The Blog of Florian Dahms. I am a mathematician and computer scientist with huge interest in basically all things "sciency". Currently I am working on startup projects and as a data science consultant. If you have an interesting data science project where I might be of help to you, please feel free to contact me. You can find my CV below. Machine learning projects in big data settings using Scala, Java, Spark, Yarn, Avro and Cassandra. Shelfsailor UG, www.shelfsailor.com. Chair of Operations Research.
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The Blog of Florian Dahms - Easy Column Generation With AMoRs GCG Interface
http://fdahms.com/2014/11/12/easy_column_generation_with_amors_gcg_interface
The Blog of Florian Dahms. Easy Column Generation With AMoRs GCG Interface. Applying advanced optimization methods like column generation can be rather difficult due to the complexity involved in implementing such an algorithm. The GCG. Generic column generation) project, which is developed in cooperation of ZIB. Is an attempt to make applying column generation easier. To make using GCG easier we have now added an interface for it into AMoR. See also my previous article. Solve the subproblems separately&...
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The Blog of Florian Dahms - The Making Of the OR 2014 Schedule - Part 1
http://fdahms.com/2014/10/31/making_of_the_or_2014_schedule-part1
The Blog of Florian Dahms. The Making Of the OR 2014 Schedule - Part 1. This years OR 2014. This endeavor was not undertaken by me alone. My coworkers Michael Bastubbe. Where equally involved in this project. Any model (and its results) can only be as good as the data we can feed in. So what data was available? For the talks we got some information from the EURO Online. Submission system (many thanks go to Bernard Fortz. Who helped us get this data):. The list of keywords. The list of authors. Now to mak...
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