Thomas Schmelzer
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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
Statistics
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Feeds
Submitted
Summing Kempner's Curious (Slowly-Convergent) Series
We compute the limit of the harmonic series missing all numbers that contain a "42".
16 years ago | 1 download |
Submitted
The matrix exponential
Computes exp(A)*b where A is real and symmetric
16 years ago | 1 download |
Submitted
Carathéodory-Fejér approximation
Compute the "best" rational approx. for the exponential on R_ (as Trefethen did).
16 years ago | 1 download |
