Confessions of a researchaholic

July 19, 2014

Revelation for this day

Filed under: Real — liyiwei @ 3:44 pm
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“A man is measured by the size of things that anger him.” – Geof Greenleaf

一個人的格局是由他在乎事情的大小來衡量

Thank you!

July 17, 2014

Constructive criticism

Filed under: Real — liyiwei @ 12:29 pm
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Criticisms can help us improve, but only if they contain constructive information.

Some examples:

Useless criticism: this result is unacceptable.
Constructive criticism: this result is unacceptable because it contains this specific form of artifacts.

Useless criticism: this presentation is uninteresting.
Constructive criticism: this presentation is uninteresting because I do not care topic X and would rather hear more about topic Y.

As a recipient, I feel excited about constructive criticisms, even if they are harsh or contain personal attacks. In contrast, I usually ignore non-constructive comments because they provide nothing I can act upon.

Non-constructive criticisms are a waste of time at best, and look like whining at worst.

July 11, 2014

The best can succeed with those who are not

Filed under: Real — liyiwei @ 2:45 pm
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I thought about James Simons every time Stony Brook was mentioned, so I always assume it is a perennially decent institution. Thus, I was surprised to find out its math department was “lousy” when Simons started there (and he wanted the job and it sounded like fun).

What we can do counts more than whom we are affiliated with.
Those who can succeed only with top people probably are not all that top.

[I would like to know how Simons built the department, aside from the fact that he is brilliant all by himself. Thanks in advance for potential sources.]

July 4, 2014

Flash boys

Filed under: Real — liyiwei @ 12:01 pm
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The finance and tech industries have been the whipping boys for American inequality. Lie in their junction are the algorithm traders.

A specific form of algorithm trading, with high frequency as depicted in this book, is to arbitrage the time differentials between signals traveling through different electronic routes.
For example, say you want to buy or sell a block of stocks too large for any single exchange to fulfill. Your order is then broken down into smaller blocks, each routed to a different exchange. A high frequency trader, by placing small orders for all stocks in all exchanges all the time, like a fisherman placing baits, can detect your order arriving in the first exchange, and quickly insert itself as the counter party of all your other orders arriving later in other exchanges. This allows the trader to make a small amount profit multiplied by a very large number of trades.
In order to pull this off, a high frequency trader has to be on the frontier of high performance computing.

This is a highly entertaining read like many of Michael Lewis’ previous books. But the distinction is not all that clear between the narrated protagonists and antagonists, who are all wealthy financiers.
Instead, the most intriguing character I found in the book is Sergey Aleynikov, a former Goldman coder whose prosecution triggered the start of the book, in which he was quoted:

If the incarceration experience doesn’t break your spirit, it changes you in a way that you lose many fears.
You begin to realize that your life is not ruled by your ego and ambition and that it can end any day at any time. So why worry?

June 30, 2014

The market for parking

Filed under: Real — liyiwei @ 10:18 am
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Instead of banning parking apps, the SF city should think about how to collect money leaving on the table.

June 27, 2014

Image from a 1930 Japanese magazine

Filed under: Real — liyiwei @ 11:41 am
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It is interesting to note that the Japanese (and the Korean) used more Chinese characters in the past than now, as they have been trying to rid of the Chinese influence. If you are a Chinese you could probably read this image fine, even if not modern Japanese or Korean writings.

June 22, 2014

Should you go to grad school?

Filed under: Real — liyiwei @ 10:29 am
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June 13, 2014

Vermeer geekification

Filed under: Imaginary,Real — liyiwei @ 6:18 pm

One part of me wants to algorithmize everything, while another part wants to preserve the vintage of manual art, like romanticizing about an alternative universe in which light sabers can beat laser blasters.

May 20, 2014

The seven year itch

Filed under: Real — liyiwei @ 1:53 am
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Around year 2007 I collaborated with some guys on a project. After a while due to lack of progress, the project was shelved.

Earlier this year, the same group of guys contacted me about joining the project again. They found a way to rejuvenate the project just days before. It was less than 48 hours until the submission deadline, so I did not think I will be able to make enough contributions to be a co-author.

Today I am thrilled to find out that the paper has been accepted (by a top venue). This is the longest wait period among all projects I have been involved with.

Patience pays off. Good ideas often need time to mature, and might look like craps in the beginning. Store them in your mental jewel box, and they might shine in the future with the right circumstances. Avoid the temptation to publish the idea too early just because it might get scooped. An ill prepared idea, like an ill dressed person, will not get the deserved recognition and impact. And ideas easily discovered probably are not all that novel anyway.

Never give up until it is absolutely dead. Whatever considered impossible by ordinary people may be overcome by those who want to be extraordinary.

April 1, 2014

Thunder swim

Filed under: Real — liyiwei @ 6:52 pm
Tags: ,

I find it extremely romantic and serene to swim under a thunderstorm.
So getting kicked out of the pool is like being interrupted while being in a zone.

Come on, I get wet one way or another, and I am much more likely to be killed by car commute than lightning.

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