Friday, November 10, 2006

Type inference library

Having a bit of time tonight, I decide to pick on my type inference library:
  • It is C++
  • Class abstraction is used to define the properties of types, as well as the data dependency as a graph of nodes and edges.
  • The graph is a hyper graph: edges are multi-nodes
  • Normal usage would tie nodes to variables, edges to assignments and function calls, graphs to function definitions and instantiation "cache" table.

The astute reader will note that this supports the Agesen's cartesian product algorithm that I am using.

Monday, November 06, 2006

volatility of index versus underlying stocks

I recently found this very interesting article:

It interesting because it ties theory down with practice.
The math also looks interesting: a bit more complex than what one usually finds in this type of paper.