Short talk at SIAM Parallel Processing 2012
October 16, 2011
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I am giving a 25 minute mini-symposium talk at SIAM Parallel Processing 2012 next year. I have no idea what that really means. This is my first conference.
To be honest, when I was on an academic track as an applied/computational math PhD, I didn’t have any original ideas. I certainly did not have an opinion about the future. I was very young. And then I dropped out, twice, abandoning math entirely to work as a programmer during the Dot-com bubble.
No software development the last two weeks. I was mostly reading Hull. It’s not a book mathematicians would like. It is a good cultural overview of basic concepts in financial engineering. The narrative reminds me of Stroustrup (specifically the 2nd edition that reads like a stream of consciousness encyclopedia).
At my last real job, I was a “support quant” for a very large retail supply chain. After three months of Geanakoplos, Hull, and research papers, I have a perspective on what my job really was (and more importantly, what it was not). It was all very new for me and outside of “my cultures” of applied mathematics and software engineering. So I read a lot more into what we were doing there than was actually the case.
Anyway, I haven’t written my talk yet. I already have enough material from the work last year with GATLAS. Now that this is being integrated into an open source (clean room) PeakStream clone, there is potentially more to talk about. And last year, I had only a vague notion of auto-tuning as a statistical procedure. There’s much more today than last year.
Better get back to work. I expect it will take a week to integrate the GATLAS style auto-tuning “as-is” into the current code.