Kulraj Suri

Software Engineer / Quant Dev

A Simple Julia Optimisation Problem

1. What is Optimisation? The concept of producing the best possible result with the available resources Optimisation is the process of minimising or maximising something It is an iterative process E.g. looking for the maximum point on the mountain: 2. The Physical Problem One boy bets the other that he can locate the top of… Continue reading

Julia Basics

1. What is Julia? Developed by MIT Fully open source Convenient syntax for building math constructs like vectors, matrices, etc Very fast 2. Getting Started 1. Run Julia in the cloud: JuliaBox Hassle free setup https://www.juliabox.org/ 2. Run Julia locally (recommended): Faster and more flexible Requires some experience with command line Install Julia: http://julialang.org/downloads/ Open… Continue reading