MrMarc

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9 years, 184 days

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These are Posts that have been published by MrMarc

 

I noticed that maple's command Transpose can mean two different things:
 

 

ListTools

The Transpose function transposes a list of lists
 

 

LinearAlgebra

The Transpose function computes the transpose of a Matrix, Vector, or scalar.
 

 

 


To highligt this I have selected two examples:

 

 

I recently started experimenting with autocompile in Maple.

I must say that I am bit surprised by the difference in performance for different loops and procedures

depending of what type of notation you use. I have below presented 3 procedures that uses slightly

difference notation. We can see that the first procedure (iterating over list elements) is extremely slow in Maple.

The second procedure is faster but the third procedure (compiled, converted to C ) is fastest.

As of 9th of Oct 2009

http://www.mapleprimes.com/mapleranking?sort=desc&order=Points
 

I just want to reiterate how dynamic programming problems can be solved in Maple.

Especially dynamic programming models that frequently appears in economic models.

First of all it is important to note that is close to impossible to find an easy to understand

and step-by-step road maps to dynamic programming. Why is that ?!  The below Maple

code was basically "discovered" by trial and error and pure stubbornness (caveman 101).

 

I started six month ago with what I though at the time to be a simple question.

Why is the mean in the Black and Scholes model assumed to be (mu-(1/2)*sigma^2)*T ?

I had seen numerous attempts of deriving such an relationship on the Internet but every solution that I found always had some flaw in the step-by-step mathematical logic which meant that the solution was rendered useless.

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