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After studying algebraic geometry, algebraic topology and category theory, after teaching mathematics and computer science in university and high school, after studying bioinformatics and implementing image analysis algorithms in a biotech start-up, I have since been working in finance, in London, Tōkyō and Hong Kong.
My preferred programming languages are R and Perl, but I try to use the best language and tools to solve the problem at hand. I also like to learn more marginal languages, such as Haskell or Oz/Mozart. I am interested in human languages, too.
Here is a selection of my answers.
Computing a probability density function from its characteristic function or by maximizing its entropy;
Quadratic programming to ensure a sequence is increasing or to position labels on a plot
Reparametrizing optimization problems to make them unconstrained, for instance to fit stable distribution; penalizing them to restrict them to a discrete search space
Speeding up computations in R using C or by expanding some of the computations
Computing the skyline
On the use of colour in statistical plots
Plotting the result of a time series clustering
Solving puzzles with graph theory
