Thomas Schmelzer

Active since 2008

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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

Submitted

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

15 years ago | 1 download |

Submitted

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

15 years ago | 1 download |

Submitted

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

15 years ago | 1 download |

First Submission