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Theoretical Musings

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davebaconski.jpg Dave Bacon is a theoretical ski bum who is also an assistant research professor at the University of Washington in Seattle. His research is on quantum computing, his scientific passions extend to everything in physics, mathematics, computer science and beyond, and his personal pleasures include making wine, playing poker, skiing, camping, and daydreaming (although not all of those at the same time.)

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The use of Occam's razor on this website is strickly prohibited. Cows are well approximated by a sphere.
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Finance:

E. Coli In Finance

Via Alea, a new entry into the best title ever competition: "Option Model Calibration Using a Bacterial Foraging Optimization Algorithm" by J. Dang, A. Brabazon, M. O'Neill, and D. Edelman. That right, using an algorithm inspired by trying to mimic...

Markets Predicting Elections

Can markets predict elections? Alea summarizes last night's primary results: Ooops! From my perspective, I find the ideas of markets predicting future events fascinating, if for no other reason than my original motivation for studying physics was tied up deeply...

Off the Queue and Into the Cranium

Books off the queue and lodge securely somewhere behind my eyes: "A Mathematician's Apology" by G.H. Hardy and "A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation" by Richard Bookstaber...

Off the Queue and Into the Brain

Books recently removed from the queue. "Mathematicians in Love" by Rudy Rucker, "An Engine, Not a Camera: How Financial Models Shape Markets" by Donald Mackenzie, "Financial Calculus : An Introduction to Derivative Pricing" by Martin Baxter and Andrew Rennie. "109...

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