Confessions of a researchaholic

July 29, 2014

Teaching assistant

Filed under: Real — liyiwei @ 10:40 am
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TA is a great training for presentation, communication, management, and personal skills. You have to be able to describe course materials in a way that the students can understand, and you have to balance their learning and happiness. Naturally, students want to minimize workloads while maximizing grades. Dealing with a large class (hundreds of undergrad students) is not unlike managing a mob.

It is great if one can focus exclusively on research. That is what I prefer then as a grad student and now as a prof. But without sufficient communication and personal skills, one cannot succeed even with great research skills.
To start with, a great idea is of no value if it cannot be understood and appreciated by people.

Thus, I do not consider TA a waste of time. Quite on the contrary, it is an indispensable part of research training.

July 25, 2014

Stephen King on how to write

Filed under: Real — liyiwei @ 11:00 am
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It is striking how much the advice on fiction writing applies to technical writing and conducting research in general, despite some important differences, e.g. scientific writings should be precise instead of leaving rooms for imagination.

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


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

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?

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