Archive

Posts Tagged ‘Dynamic Programming’

Unspeakable bets: take small steps

January 1st, 2014 Comments off

I was watching my cousins play Unspeakable Words over Christmas break and got interested in the end game. The game starts out as a spell a word from cards and then bet some points game, but in the end (when you are down to one marker) it becomes a pure betting game. In this article we analyze an idealized form of the pure betting end game. Read more…

Lanchester’s Law: why small advantages swell in StarCraft

September 17th, 2010 2 comments

StarCraft and StarCraft II are very popular real time strategy games. The core of these games is the mining of resources, and conversion of those resources into specialized military units. Idealized fighting and predator/prey relations have long been analyzed in terms of differential equations. We use the differential equation formalism (in particular Lanchester’s equations of 1916) to discuss expected game outcomes and how, in principle, one can derive a StarCraft strategy that complements search, simulation or more classic artificial intelligence techniques.

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The Local to Global Principle

November 11th, 2009 Comments off

We describe the “the local to global principle.” It is a principle used to break algorithmic problem solving into two distinct phases (local criticism followed by global solution) and is an aid both in the design and in the application of algorithms. Instead of giving a formal definition of the principle we quickly define it and discuss a few examples and methods. We have produced both a stand-alone PDF (more legible) and a HTML/blog form (more skimable).
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Betting Best-Of Series

May 27th, 2008 Comments off

Betting Best of Series is a new expository paper describing the mathematics involved in betting on something like the United States’ Major League Baseball World Series. It isn’t so much about baseball as about demonstrating some of the really great ideas from mathematical finance in a simplified setting. This sort analysis is the “secret sauce” in a lot of financial models and I trying to share the thrilling feeling of working with these techniques in an elementary essay (with diagrams). Read more…

Paper on stock trading

October 3rd, 2007 Comments off

author: John Mount

I have finally written up and released a paper in PDF: Automatic Generation and Testing of Trades describing a lot of the statistics and optimization methods used when I was technical trading on a Banc of America Securities proprietary program trading desk.  It was a very exciting time.

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