Confessions of a researchaholic

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
Tags: ,

Instead of banning parking apps, the SF city should think about how to collect money leaving on the table.

July 26, 2013

Laptop-less in Anaheim

Filed under: Real — liyiwei @ 3:30 pm
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I did not bring my laptop to SIGGRAPH this year to discourage myself from working inside the convention center or the hotel room.

Experimental results indicated that this motivated me to spend more time hanging out with people, which is supposed to be the main goal for a conference. I can easily schedule all events and meetings via my smart phone and tablet. (Even the tablet is probably not necessary, if I can address a few technical issues of my phone.)

I probably would have had to bring my laptop if I had to give any talks. None of the Android apps I know of can adequately author talk slides. If such apps eventually show up (and I expect they will), I would happily travel with only my phone in the future.

Eventually though, the phones will likely become powerful enough for me to work inside the hotel rooms (again).
🙂

February 22, 2012

Artificial intelligence

When I was younger I preferred to stay away from people as much as possible, as most of them are not very interesting and it is much more rewarding for me to be alone thinking and reading.

When I get older, I realized that humans are intensively intriguing subjects for study. I started to spend a lot of time observing human behaviors and try guessing what they are thinking and predicting their actions.

This caused certain dilemma for me: on one hand I still want to be as far away as possible from people, but on the other hand, I want to be close enough with them for the purpose of studies and observations.
(The penalty and reward seem to go in tandem; crowd behavior is the most interesting, but also the most annoying to be part of.)

Fortunately, computer science comes into rescue. Far from the common stereotypes (of nerds locking in toilets), computer science, especially the most current and active subjects, are very human centric. One example is user interface, including design for better user experiences, as well as analysis and synthesis for deeper understanding and more advanced interactions.

A more recent example is social networking. Previously, most human daily activities simply dissipated into entropy. Now, with people spending more of their interactions through various social networking sites, we can record their activities in better quality and quantity.
Such data not only enables better computer technologies but more profoundly, more insights into human nature. (Facebook probably knows more about certain individuals than their mothers do.)

Two sci-fi series could provide inspirations for both directions.


Caprica is about how humans create Cylons, a cyber-genetic life form that eventually pushes humans near extinction in the main Battlestar Galactica series (which I found to be much less interesting).


Dollhouse is about how technologies can allow memories and personalities to be extracted from one individual and installed into another, essentially programming human brains.

Both offer insights into computer science and humanity, as well as highly enjoyable entertainments. Unfortunately, both got canceled prematurely due to low ratings, a confirmation of my childhood observation about how ordinary humans would react to deeper materials.

September 21, 2011

Why software is eating the world

Filed under: Real — liyiwei @ 5:20 pm
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I highly recommend this article from Marc Andreessen, especially for computer science folks.

To be fair, I think he is a bit too optimistic (as an entrepreneur he should be), but he still made plenty good points.

This is not exactly a new article, but I just realized that a lot of people haven’t read it yet, thus the sharing.

September 5, 2010

The monk and the riddle

Filed under: Imaginary,Real — liyiwei @ 12:16 pm
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by Randy Komisar

This is such a good book that I wish I had read it earlier (but fortunately found it is not too late). The gist of the book is about the right mind set for starting up companies (it was published right before the dotcom bubble burst) but I believe the main points are equally applicable to other professions: (1) do what you want to do for the rest of your life and (2) be ambitious, aim for the very best, and do not settle for mediocrity.

Read the book to figure out what the riddle is about.

August 25, 2010

The man who loved China

Filed under: Real — liyiwei @ 9:13 pm
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I am not interested in biography, but I approached this book due to the Needham question: why China was taken over by the west in science and technology around 1500 AD after the amazing advances in earlier times? I was hoping that this book will provide answers, even though I never realistically expected that since this is a question about history, and thus can never be verified scientifically.

Well, I was right about that, as obviously nobody has ever managed to answer the Needham question. But that does not really bother me for several reasons.

First, I, like many others who have been through both Chinese and American style educations, know the main reasons more or less, even though none of us can rigorously prove anything. But answering a historical question is not really the point. The point is to find remedies and solutions. That, fortunately, I, just like many others, already know how to do practically, as evident from our achievements in modern scientific and technological activities.

Second, as pointed out in the book, the Needham question might be moot anyway, as China seems to have regained its rigor and creativity. But I cannot fully agree with this point; I agree that China has been improving, but it still has work to do to catch up with the American level creativity. Even from the young Chinese students I am collaborating today I can still see a lot of old problems that probably have been accumulated through hundreds if not thousands years of bad cultural impacts. But this is obviously fixable at least in an individual level; the million dollar question is whether it is also possible in a large national or even ethnic wise scale.

The funny thing is that the Needham question was not formally addressed until at the epilogue of the book. So the book is really testing my patience. Fortunately, the main part of the book, essentially the biography of Joseph Needham, turns out to be a fascinating read.

I recommend this book to anyone, especially (ethnic) Chinese working in the field of science and technology.

August 10, 2010

Adding google reader into viigo

Filed under: Real — liyiwei @ 3:23 pm
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If you are having trouble integrating google reader into your viigo (e.g. getting the error message “Unable to fetch Google Resource due to Authorization error” or that viigo stops following up updates on your google reader channels), a simple solution is to export from your google reader the OPML file and import it into viigo. Specifically:

. Go to your google reader account, click on settings (reader settings), go to import/export, and export your subscriptions into an OPML file.

. Go to your viigo account, remove all existing channels of your google reader, and import the OPML file you just saved.

This should just do it.

I also think it is a good idea to save (and update) an OPML file for your google reader subscriptions, not just as a backup but also allows you the flexibility to switch easily to other readers.

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