Zack Batik: Problem-Solving Competition Insights
Uncover Zack Batik's journey in problem-solving competitions, from discovering APL to developing Index Forecasting Systems and tackling complex mathematical challenges. Explore phases, calculations, and probability density functions to enhance problem-solving skills.
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Presentation Transcript
Zack Batik 16 Problem Solving Competition
How did I discover APL? How did I discover APL?
My My first first APL development APL development IFS (Index Forecasting System)
The Competition The Competition
Phase 1 Phase 1 Mean {(+/ ) , } { +. , }
Phase 1 Phase 1 The median {0.5 +/2 (2-2| A) ( 1+ 0.5 A) A[ A , ]} Just for fun: {2 , : +. , 1 1 [ ]}
Phase 2 Phase 2 Three Problems: Calculating a Forward Rate Triangular Distribution Monte Carlo Modeling
Forward Rate Forward Rate 2-/ forward { (1 ),(2-/ ) 2-/ } Where the right argument is a vector of rates and the left argument a vector of maturities
Probability Density Function Probability Density Function
Probability Density Function Probability Density Function
Probability Density Function Probability Density Function pdf2 { a b m area { base |-/ the base of the section trih |-/points pdf rech /points base rech+0.5 trih } sections ( a m ), b m +/area sections } seperate out the left arg height of the triangular tip height of the rectangular bit the area of the section define the sections of area calculate probability
Probability Density Function Probability Density Function ( a m ), b m
Probability Density Function Probability Density Function
The Full Monte The Full Monte
The Full Monte The Full Monte
The Full Monte The Full Monte
The Full Monte The Full Monte
The Full Monte The Full Monte
Some thanks Some thanks
