danish alvi @_combinatorist
I research in Combinatorics, Probability and Complexity. danalvi.github.io Between Alice and Bob Joined April 2019-
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This is how you would correctly annualize your Sharpe ratio, mean & volatility, respectively, with non-log returns.
Just found this in the docs of a well-known portfolio optimization package. It's a common approach, especially for volatility, but it's actually inaccurate for non-log returns. And it's particularly inaccurate for tail risk measures, to which the package also applies it.
Yesterday I was talking to smart high-schooler interested in finance, and the topic of college major came up (he was undecided between math and physics). My preference for finance jobs is to hire applied mathematicians/physicists over pure math major. Simple example: PDEs. 1/
The best logical explanation of entropy. (It only took me 11 months to find an hour to read it). arxiv.org/abs/2409.09232
The best AI researchers zoom at three abstraction levels: - High: paper-level ideas & math - Mid: code-level implementation - Low: GPU/TPU reality (kernels/memory) Low exposes bottlenecks. High accelerates exploration. Mid makes it real. The job is to translate between them!
I am pleased to announce that together with some friends, we are organising a workshop on Non-Reversible MCMC Sampling, taking place at Newcastle University from 8–10 September 2025. Details can be found at the workshop website sites.google.com/view/probai-wo….
After 78 years, an exponential improvement for Ramsey numbers were found by Jie Ma, Wujie Shen, and Shengjie Xie. gilkalai.wordpress.com/2025/07/23/ama…
math is the only thing keeping most devs from learning AI
Attention is all you need. Oh, and also MLPs, layer norm, resnets, positional encoding, tokenization, Adam, fine-tuning, GPUs, etc.
like everyone else i am hopping on the blog post trend gene.ttic.edu/blog/incomplet…
1/2 "We need help!" @AnthropicAI's Nicholas Carlini called for cryptanalysis experts to join efforts to make ML safe, at the Simons Institute's workshop on Cryptography 10 Years Later: Obfuscation, Proof Systems, and Secure Computation Boot Camp Video: simons.berkeley.edu/talks/nicholas…
Premier asset management firm Bridgewater Associates is leveraging our state-of-the-art model Claude on Amazon Bedrock to create a novel, AI-enabled Investment Analyst Assistant to support junior members of the team.
I solved every single problem in the CUDA mode book. A quick thread summarizing this experience and what I learned 1/x
Open to students from physics or related backgrounds (CS, math, engineering, science). The Donders hosts more than 100 prominent neuroscience labs, offering many internship choices, and leads major neurotechnology initiatives (NeurotechEU, Dutch Brain Interface Initiative). 2/3
YO WTF, Terrence Tao uploaded youtube video where he is formalizing proofs in Lean
If I get rich I will move back to israel and just study stuff for a year or 2. These things are on my list: 1. cuda/triton/ptx 2. chemistry 3. the torah 4. some world history I think thats about all im interested in tbh
@HeydariAI @XPhyxer1 It's all Stochastic Differential Equations, babyyyyy Turns out SDEs are good at modelling (who knew). Take one, Euler-Maruyama it forward to simulate some shitty fucking exotic, you're a quant! If instead you discretise a noise-adding one the same way, train a NN to learn its…

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