Tag: algorithm

Max Flow Improvement

The maximum-flow problem, or max flow, is one of the most basic problems in computer science: First solved during preparations for the Berlin airlift, it’s a component of many logistical problems and a staple of introductory courses on algorithms. For decades it was a prominent research subject, with new algorithms that solved it more and more efficiently coming out once or twice a year. But as the problem became better understood, the pace of innovation slowed. Researchers have demonstrated the first improvement of the max-flow algorithm in 10 years.

improving max flow, even by minute amounts, has huge implications for logistics

Robot Traders

The trading bots visualized in the stock charts in this story aren’t doing anything that could be construed to help the market. Unknown entities for unknown reasons are sending 1000s of orders a second through the electronic stock exchanges with no intent to actually trade. Often, the buy or sell prices that they are offering are so far from the market price that there’s no way they’d ever be part of a trade. The bots sketch out odd patterns with their orders, leaving patterns in the data that are largely invisible to market participants.

just robot traders crossing in the night, or deliberate addition of noise?

Automatic Contracts

What if we had the ability to automatically negotiate agreements based on various context available when the transaction is being completed? What do I mean by “context?”. Here’s a few examples:

  • because you’re a repeat customer I might offer an agreement without certain clauses that I would require of a new customer
  • I might offer you a lower price if you choose to forego indemnification in certain situations
  • based on the fact that you’re a male I don’t have to give you clauses regarding dangers to pregnancy
  • customers might be able to shop based own agreement terms rather than just price, shipping cost, etc.

In short, agreements could be generally less complex because they would not have to cover every conceivable problem.

will contracts move from one size fits all (19th century) to the 21st?

HFT

These systems are so fast they can outsmart or outrun other investors, humans and computers alike.

why is the nyt so hopelessly naive? it is quite embarrassing.

“There’s this whole world below 650 milliseconds. It’s like landing on another planet. It’s an enormous part of the market which is out of human reach. We have a glimpse of the kind of ecology that’s going on down there.”

shades of the mundane singularity. the goal of these clowns is to create arbitrage opportunities by spamming the system with requests.

A single mysterious computer program that placed orders — and then subsequently canceled them — made up 4% of all quote traffic in the US stock market last week.

the reason HFT compete on latency is because they can’t compete on price: the minimal price increment is $0.01 and it is illegal to go lower. thus we waste a lot of people on reducing latencies. we should remove the minimal price increment instead.
2013-06-04: Why is there all this bs with “business days” when you do any bank transactions? Are the computers only working 9-5? Why is it 2013 and we still acquiesce to ridiculous notions like bank transactions that take days instead of seconds? The banksters know how to do it for their HFT buddies but not for the real economy?

Single Camera SLAM

This is technology that could provide cheap real-time localisation for domestic robots, humanoid robots, wearable sensors, game interfaces or other devices.

My research has been on SLAM, with a particular emphasis on Single Camera SLAM. This is technology that could provide cheap real-time localisation for domestic robots, humanoid robots, wearable sensors, game interfaces or other devices.