Blog Archives

Mortgages Are About Math: Open-Source Loan-Level Analysis of Fannie and Freddie

June 9, 2015
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Mortgages Are About Math: Open-Source Loan-Level Analysis of Fannie and Freddie

ortgages were acknowledged to be the most mathematically complex securities in the marketplace. The complexity arose entirely out of the option the homeowner has to prepay his loan; it was poetic that the single financial complexity contributed to the marketplace by the common man was the Gordian knot giving the best brains on Wall Street a run...

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The reddit Front Page is Not a Meritocracy

November 6, 2014
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The reddit Front Page is Not a Meritocracy

I was pleasantly surprised when somebody shared my traveling salesman animation to reddit and the post made it all the way to reddit's default front page (i.e. the top 25). The gif racked up over 1.3 million pageviews on Imgur, a testament to reddit's traffic-generating prowess. Before the post made it to the front page, though, it was brought...

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How Many Paths are Possible in an 18 Hole Round of Match Play Golf?

September 25, 2014
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How Many Paths are Possible in an 18 Hole Round of Match Play Golf?

In honor of the Ryder Cup, here's a fun puzzle for the mathematically inclined golfer to consider: how many different paths are possible in an 18 hole round of match play golf? If you'd rather not wade through the math then you can skip ahead to the "practical exploration" section of this post to see some actual match play data,...

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The Traveling Salesman with Simulated Annealing, R, and Shiny

September 17, 2014
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The Traveling Salesman with Simulated Annealing, R, and Shiny

I built an interactive Shiny application that uses simulated annealing to solve the famous traveling salesman problem. You can play around with it to create and solve your own tours at the bottom of this post. Here's an animation of the annealing process finding the shortest path through the 48 state capitals of the contiguous United States: How does the...

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Using R to Solve a Geography Puzzle

September 25, 2013
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Using R to Solve a Geography Puzzle

The puzzle: find two points inside the United States such that Both points are in the same state The straight line segment (shortest great circle) connecting them crosses the largest number of distinct states This came up during a recent road trip through Pennsylvania, Maryland, West Virginia, and Virginia, where I noticed that it’s possible to...

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