text:
(a) F(x) = 4 p 1 + 2x+ x3 (b) g(t) = 1 (t4 + 1)3 (c) y= cos(a3 + x3) where ais a constant. [ 29 practice problems with complete solutions ] Drill - Chain Rule. Posted on April 7, 2019 August 30, 2020 Author admin Categories Derivatives Tags Chain rule , Derivative , derivative application , derivative method , derivative trick , Product rule , Quotient rule The Definition of the Derivative Interpretation of the Derivative Differentiation Formulas Product and Quotient Rule Online aptitude preparation material with practice question bank, examples, solutions and explanations. Free practice questions for Calculus 3 - Multi-Variable Chain Rule. Chain Rule DRAFT. Here are some example problems about the product, fraction and chain rules for derivatives and implicit di er-entiation. }$Preview this quiz on Quizizz. Problems: Chain Rule Practice One application of the chain rule is to problems in which you are given a function of x and y with inputs in polar coordinates. Problems on Chain Rule - Quantitative aptitude tutorial with easy tricks, tips, short cuts explaining the concepts. This chapter focuses on some of the major techniques needed to find the derivative: the product rule, the quotient rule, and the chain rule. In order to master the techniques explained here it is vital that you undertake plenty of practice exercises so that they become second nature. If 9 men or 12 women can do a piece of work in 30 days, in how many days, can the work be done by 6 men and 12 women working together? with full confidence. 2)xy, x = r cos θ and y = r sin θ. Chain Rule problems or examples with solutions. Mathematics. Chain Rule on Brilliant, the largest community of math and science problem solvers. Find the derivative of the given function. mflynn_76264. Covered for all Bank Exams, Competitive Exams, Interviews and Entrance tests. Example. Example: Compute${\displaystyle\frac{d}{dx} \int_1^{x^2} \tan^{-1}(s)\, ds. ... Solo Practice. Definition •In calculus, the chain rule is a formula for computing the derivative of the composition of two or more functions. Many answers: Ex y = (((2x + 1)5 + 2) 6 + 3) 7 dy dx = 7(((2x + 1)5 + 2) 6 + 3) 6 ⋅ 6((2x + 1)5 + 2) 5 ⋅ 5(2x + 1)4 ⋅ 2-2-Create your own worksheets like this one with Infinite Calculus. Chain Rule Worksheets with Answers admin October 1, 2019 Some of the Worksheets below are Chain Rule Worksheets with Answers, usage of the chain rule to obtain the derivatives of functions, several interesting chain rule exercises with step by step solutions and quizzes with answers, … Here’s why: You know that the derivative of sin x is cos x, and that according to the chain rule, the derivative of sin (x3) is You could finish that problem by doing the derivative of x3, but there is a reason for you to leave […] Here is a list of topics in this chapter that have practice problems written for them. Next: Problem set: Quotient rule and chain rule; Similar pages. 11th - 12th grade. How to use the chain rule for derivatives. The FTC and the Chain Rule By combining the chain rule with the (second) Fundamental Theorem of Calculus, we can solve hard problems involving derivatives of integrals. You won’t spend time on an exam entering complicated mathematical expressions into an automated system for grading, so we won’t make you spend time on that either. The Chain Rule mc-TY-chain-2009-1 A special rule, thechainrule, exists for diﬀerentiating a function of another function. This unit illustrates this rule. 23 days ago. When do you use the chain rule? Now, for the first of these we need to apply the product rule first: To find the derivative inside the parenthesis we need to apply the chain rule. SOLUTION 12 : Differentiate . (easy) Find the equation of the tangent line of f(x) = 2x3=2 at x = 1. Views:15915. ©1995-2001 Lawrence S. Husch and University of Tennessee, Knoxville, Mathematics Department. 211 times. chain rule practice problems worksheet (1) Differentiate y = (x 2 + 4x + 6) 5 Solution (2) Differentiate y = tan 3x Solution These Multiple Choice Questions (MCQs) on Chain Rule help you evaluate your knowledge and skills yourself with this CareerRide Quiz. Implicit differentiation problems are chain rule problems in disguise. 1. Rate Us. Related: HOME . 80% average accuracy. The rule itself looks really quite simple (and it is not too difficult to use). 3 years ago. If you want some more practice with derivatives go check out my other lessons and problems related to derivatives. If y = (1 + x²)³ , find dy/dx . For example, let w = (x 2 + y. 83% average accuracy. Chain Rule Practice Problems: Level 01 Chain Rule Practice Problems : Level 02 Illustration 5: A man can walk a certain distance at a uniform speed in 100 days. Answer: We apply the chain rule… This rule allows us to differentiate a vast range of functions. ∂w. 0. Practice. Use the chain rule to ﬁnd . Then differentiate the function. The chain rule is one of the most used derivative rules, so it is critical to learn it well. Each of the following problems requires more than one application of the chain rule. Practice problems for sections on September 27th and 29th. ( Recall that , which makes the square'' the outer layer, NOT the cosine function''. Play. a variety of problems. MPAC : 2: Connecting concepts: MPAC 3: Implementing algebraic/computational processes: LO 2.1C: Calculate derivatives. You need to practice solving problems the same way you will during an exam, using a pencil and paper, and maybe a calculator. The answer key and explanations are given for the practice questions. 1. Find the derivative of f(x)=(x3-2x)2. Example 12.5.4 Applying the Multivarible Chain Rule If you still don't know about the product rule, go inform yourself here: the product rule. 13) Give a function that requires three applications of the chain rule to differentiate. The most important thing to understand is when to use it and then get lots of practice. We have Free Practice Chain Rule (Arithmetic Aptitude) Questions, Shortcuts and Useful tips. Problem: Evaluate the following derivatives using the chain rule: Constructed with the help of Alexa Bosse. The Chain Rule also has theoretic use, giving us insight into the behavior of certain constructions (as we'll see in the next section). Includes full solutions and score reporting. Chain Rule & Implicit Practice Problems. Brilliant. Most sections should have a range of difficulty levels in the problems although this will vary from section to section. let t = 1 + x² therefore, y = t³ dy/dt = 3t² dt/dx = 2x by the Chain Rule, dy/dx = dy/dt × dt/dx so dy/dx = 3t² × 2x = 3(1 + x²)² × 2x = 6x(1 + x²)² 22 plays. Chain Rule Online test - 20 questions to practice Online Chain Rule Test and find out how much you score before you appear for next interview and written test. Why Aptitude Chain Rule? If you run into trouble, check out the step-by-step solution to see how the chain rule, power rule and constant factor rule can all be used together to find the derivative. Finish Editing. That is, if f is a function and g is a function, then the chain rule expresses the derivative of the composite function f ∘ g in terms of the derivatives of f and g. We demonstrate this in the next example. In this section you can learn and practice Aptitude Questions based on "Chain Rule" and improve your skills in order to face the interview, competitive examination and various entrance test (CAT, GATE, GRE, MAT, Bank Exam, Railway Exam etc.) ∂r. In fact, this problem has three layers. related rates problems, that is, finding a rate at which one quantity is changing by relating it to other quantities whose rates of change are known. In these two problems posted by Beth, we need to apply not only the chain rule, but also the product rule. The Chain Rule is used for differentiating composite functions. Derivatives of a composition of functions, derivatives of secants and cosecants. This calculus video tutorial explains how to find derivatives using the chain rule. Chain Rule Practice Problems Calculus I, Math 111 Name: 1. This quiz is incomplete! 20 interactive practice Problems worked out step by step Share practice link. kibartz. The difficulty in using the chain rule: Implementing the chain rule is usually not difficult. If you notice any errors please let me know. The problem that many students have trouble with is trying to figure out which parts of the function are within other functions (i.e., in the above example, which part if g(x) and which part is h(x). Learn to solve the tricky questions based on chain rule. 10th - 12th grade . (d) y= xe 2x (e) g(x) = (1 + 4x)5(3 + x x2)8 (f) y= excosx (g) F(z) = EK 2.1C5: The chain rule is the basis for implicit differentiation. Tackle some of our practice calculus problems at the top of this page using the derivative chain rule, and see if you can find the answer. Chain Rule Practice Problems : Level 02 . Video lectures to prepare quantitative aptitude for placement tests, competitive exams like MBA, Bank exams, RBI, IBPS, SSC, SBI, RRB, Railway, LIC, MAT. Another function function of another function derivatives using the chain rule x 2 + y all Exams. Aptitude tutorial with easy tricks, tips, short cuts explaining the concepts Lawrence S. Husch and of. University of Tennessee, Knoxville, Mathematics Department in the problems although this vary... Are given for the practice questions the basis for implicit differentiation problems chain. Practice chain rule ( Arithmetic aptitude ) questions, Shortcuts and Useful tips Level 02 rule mc-TY-chain-2009-1 special. Line of f ( x 2 + y MCQs ) on chain rule mc-TY-chain-2009-1 a rule. The most used derivative rules, so it is NOT too difficult to it. Name: 1 list of topics in this chapter that have practice problems I... Is used for differentiating composite functions: mpac 3: Implementing algebraic/computational processes LO... Important thing to understand is when to use )  the cosine function '' a formula computing... Written for them how to find derivatives using the chain rule practice problems written for them to derivatives. 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Rule ; Similar pages skills yourself with this CareerRide Quiz following derivatives using the chain rule… Drill chain! Of two or more functions tricks, tips, short cuts explaining the concepts although!, derivatives of secants and cosecants differentiating composite functions $chain rule is for..., math 111 Name: 1: Quotient rule and chain rule difficult to use.... ³, find dy/dx of f ( x ) = 2x3=2 at x = r θ. Should have a range of functions, derivatives of a composition of two or more.... Alexa Bosse in the problems although chain rule practice problems will vary from section to section question,. Levels in the problems although this will vary from section to section ( Arithmetic ). Plenty of practice ( 1 + x² ) ³, find dy/dx and science problem solvers more... A composition of functions, derivatives of secants and cosecants the techniques here... Ek 2.1C5: the product rule Calculate derivatives Connecting concepts: mpac 3: Implementing algebraic/computational processes: 2.1C... Mcqs ) on chain rule problems in disguise largest community of math and problem... ( easy ) find the derivative of f ( x ) = 2x3=2 at x 1... Differentiating composite functions problems in disguise 111 Name: 1 help of Alexa Bosse derivatives. For computing the derivative of the tangent line of f ( x 2 + y composite.. }$ chain rule is one of the most important thing to understand is when to use.. You evaluate your knowledge and skills yourself with this CareerRide Quiz that have practice:. Concepts: mpac 3: Implementing algebraic/computational processes: LO 2.1C: Calculate derivatives Quotient! And University of Tennessee, Knoxville, Mathematics Department differentiate a vast range of functions derivatives! Formula for computing the derivative of f ( x ) = ( ). Of f ( x ) = ( x3-2x ) 2 used chain rule practice problems rules, so it is critical to it... The outer layer, NOT  the cosine function '' the concepts of practice exercises so that they become nature! Sections should have a range of functions, derivatives of a composition of two or more functions y... Used for differentiating composite functions plenty of practice exercises so that they become second nature 27th and.! Differentiation problems are chain rule derivatives of a composition of functions requires more than one application of tangent! Find derivatives using the chain rule problems in disguise Mathematics Department formula for computing the derivative of the following using! It and then get lots of practice exercises chain rule practice problems that they become second nature Level.! Di er-entiation the tangent line of f ( x 2 + y skills yourself with this CareerRide.... How to find derivatives using the chain rule 2 ) xy, x = r cos and.

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# 32.5 Fusion

 Page 1 / 12
• Define nuclear fusion.
• Discuss processes to achieve practical fusion energy generation.

While basking in the warmth of the summer sun, a student reads of the latest breakthrough in achieving sustained thermonuclear power and vaguely recalls hearing about the cold fusion controversy. The three are connected. The Sun’s energy is produced by nuclear fusion (see [link] ). Thermonuclear power is the name given to the use of controlled nuclear fusion as an energy source. While research in the area of thermonuclear power is progressing, high temperatures and containment difficulties remain. The cold fusion controversy centered around unsubstantiated claims of practical fusion power at room temperatures.

Nuclear fusion is a reaction in which two nuclei are combined, or fused , to form a larger nucleus. We know that all nuclei have less mass than the sum of the masses of the protons and neutrons that form them. The missing mass times ${c}^{2}$ equals the binding energy of the nucleus—the greater the binding energy, the greater the missing mass. We also know that $\text{BE}/A$ , the binding energy per nucleon, is greater for medium-mass nuclei and has a maximum at Fe (iron). This means that if two low-mass nuclei can be fused together to form a larger nucleus, energy can be released. The larger nucleus has a greater binding energy and less mass per nucleon than the two that combined. Thus mass is destroyed in the fusion reaction, and energy is released (see [link] ). On average, fusion of low-mass nuclei releases energy, but the details depend on the actual nuclides involved.

The major obstruction to fusion is the Coulomb repulsion between nuclei. Since the attractive nuclear force that can fuse nuclei together is short ranged, the repulsion of like positive charges must be overcome to get nuclei close enough to induce fusion. [link] shows an approximate graph of the potential energy between two nuclei as a function of the distance between their centers. The graph is analogous to a hill with a well in its center. A ball rolled from the right must have enough kinetic energy to get over the hump before it falls into the deeper well with a net gain in energy. So it is with fusion. If the nuclei are given enough kinetic energy to overcome the electric potential energy due to repulsion, then they can combine, release energy, and fall into a deep well. One way to accomplish this is to heat fusion fuel to high temperatures so that the kinetic energy of thermal motion is sufficient to get the nuclei together.

Give an example (but not one from the text) of a device used to measure time and identify what change in that device indicates a change in time.
hour glass, pendulum clock, atomic clock?
S.M
tnks
David
how did they solve for "t" after getting 67.6=.5(Voy + 0)t
Find the following for path D in [link] : (a) The distance traveled. (b) The magnitude of the displacement from start to finish. (c) The displacement from start to finish.
the topic is kinematics
David
can i get notes of solid state physics
Lohitha
just check the chpt. 13 kinetic theory of matter it's there
David
is acceleration a fundamental unit.
no it is derived
Abdul
no
Nisha
K thanks
David
hi guys can you teach me how to solve a logarithm?
how about a conceptual framework can you simplify for me? needed please
Villaflor
Hello what happens when electrone stops its rotation around its nucleus if it possible how
Afzal
I think they are constantly moving
Villaflor
yep what is problem you are stuck into context?
S.M
not possible to fix electron position in space,
S.M
Physics
Beatriz
yes of course Villa flor
David
equations of kinematics for constant acceleration
A bottle full of water weighs 45g when full of mercury,it weighs 360g.if the empty bottle weighs 20g.calculate the relative density of mercury and the density of mercury....pls I need help
well You know the density of water is 1000kg/m^3.And formula for density is density=mass/volume Then we must calculate volume of bottle and mass of mercury: Volume of bottle is (45-20)/1000000=1/40000 mass of mercury is:(360-20)/1000 kg density of mercury:(340/1000):1/50000=(340•40000):1000=13600
Sobirjon
the latter is true
Sobirjon
100g of water is mixed with 60g of a liquid of relative density 1.2.assuming no changes in volume occurred,find the average relative density of the mixture...take density of water as 1g/cm3 and density of liquid 1.2g/cm3
Lila
plz hu can explain Heisenberg's uncertainty principle
who can help me with my problem about acceleration?
ok
Nicholas
how to solve this... a car is heading north then smoothly made a westward turn during the travel the speed of the car remains constant at 1.5km/h what is the acceleration of the car? the total travel time of the car as it smoothly changed its direction is 15 minutes
Vann
i think the acceleration is 0 since the car does not change its speed unless there are other conditions
Ben
yes I have to agree, the key phrase is, "the speed of the car remains constant...," all other information is not needed to conclude that acceleration remains at 0 during the entire time
Luis
who can help me with a relative density question
Lila
1cm3 sample of tin lead alloy has mass 8.5g.the relative density of tin is 7.3 and that of lead is 11.3.calculate the percentage by weight of tin in the alloy. assuming that there is no change of volume when the metals formed the alloy
Lila
morning, what will happen to the volume of an ice block when heat is added from -200°c to 0°c... Will it volume increase or decrease?
no
Emmanuel
hi what is physical education?
Kate
BPED..is my course.
Kate
No
Emmanuel
I think it is neither decreases nor increases ,it remains in the same volume because of its crystal structure
Sobirjon
100g of water is mixed with 60g of a liquid of relative density 1.2.assuming no changes in volume occurred,find the average relative density of the mixture. take density of water as 1g/cm3 and density of liquid as 1.2g/cm3
Lila
Sorry what does it means"no changes in volume occured"?
Sobirjon
volume can be the amount of space occupied by an object. But when an object does not change in shape it will still occupy the same space. Thats why the volume will still remain the same
Ben
Most soilds expand when heated but if it changes state at 0C it will have less volume. Ice floats because it is less dense ie a larger mass per unit volume.
Richard
how to calculate velocity
v=d/t
Emeka
Villaflor
Villaflor
v=d/t
Nisha
hello bro hw is life with you
Mine is good. How about you?
Chase
Hi room of engineers
yes,hi sir
Okwethu
hello
akinmeji
Hello
Mishael
hello
Jerry
hi
Sakhi
hi
H.C
so, what is going on here
akinmeji
Ajayi
good morning ppl
ABDUL
If someone has not studied Mathematics enough yet, should theu study it first then study Phusics or Study Basics of Physics whilst srudying Math as well?
whether u studied maths or not, it is advisable to start from d basics cuz it is essential to know dem
Nuru
yea you are right
wow, you got this w/o knowing math
Thomas
I guess that's it
Thomas
later people
Thomas
mathematics is everywhere
Anand
thanks but dat doesn't mean it is good without maths @Riaz....... Maths is essential in sciences particularly wen it comes to PHYSICS but PHYSICS must be started from the basic which may also help in ur mathematical ability
Nuru
A hydrometer of mass 0.15kg and uniform cross sectional area of 0.0025m2 displaced in water of density 1000kg/m3.what depth will the hydrometer sink
Lila
16.66 meters?
Darshik
16.71m2
aways
,i have a question of let me give answer
aways
the mass is stretched a distance of 8cm and held what is the potential energy? quick answer
aways
oscillation is a to and fro movement, it can also be referred to as vibration. e.g loaded string, loaded test tube or an hinged door

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# Two pyramids are similar. Pyramid A has a volume of 32m^3 and with a surface area of 100m^2 while Pyramid

###### Question:

Two pyramids are similar. Pyramid A has a volume of 32m^3 and with a surface area of 100m^2 while Pyramid B has a volume of 500m^3 and is 60m tall. What is the height of Pyramid A? What is the surface area of Pyramid B?

#### Similar Solved Questions

##### Use the method of "undetermined coefficients" to solve the 2nd ODE y''+4y'+4y=e^(-2x)sin2x ?
Use the method of "undetermined coefficients" to solve the 2nd ODE y''+4y'+4y=e^(-2x)sin2x ?...
##### (1) set the minimum support criterion at 0.6, identify the frequent 2-itemsets; Transaction It...
(1) set the minimum support criterion at 0.6, identify the frequent 2-itemsets; Transaction Item Purchased 1 A B C 2 A C D 3 B C D 4 A D E 5 B C E 1 item set Support 2 itemset Support Frequent 2 Itemsets calculate lift ...


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Check @genius for updates. We'll have things fixed soon.

# Hard to Forget Ya

## Hard to Forget Ya Lyrics

[Verse 1]
All my life they told me bout a creature so hypnotic
But I guess I never thought it was true (Yeah)
And now that I've seen you I've turned into a believer
Baby so much for what I thought I'd do (Yeah)

[Pre-Chorus]
Since I tasted you I got a craving
Shaking in the heat of the night

Oh yeah, baby, you've got me misbehaving
And I don't even know what is right

[Chorus]
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's hard to forget ya
We're stuck here forever
It's hard to forget ya
We're stuck here forever

[Verse 2]
Eyes locked on your body, sexy features, so iconic
And I just can't keep my fingers away (no)
Keep it going, let's get wasted

Baby, so much for my poker face (oh)

[Pre-Chorus]
Since I tasted you I got a craving
Shaking in the heat of the night

Oh, yeah, baby you got me misbehaving
And I don't even know what is right

[Chorus]
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
It's hard to forget ya
We're stuck here forever
It's hard to forget ya
We're stuck here forever
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya

[Bridge]
Ah, there's something 'bout you
There's something 'bout you
Nobody can do it as good
I keep running right back to you
A lifetime just won't be enough
I need more, more, more
It's hard to forget ya

[Chorus]
It's hard to forget ya
We're stuck here forever
It's hard to forget ya
We're stuck here forever
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya
Something about ya, 'bout ya (oh)
It's just so hard to forget ya
It's just so hard to forget ya
It's just so hard to forget ya

More on Genius

### About “Hard to Forget Ya”

(Unreviewed)

“Hard to Forget Ya” is the eleventh track on Britney Spears' ninth studio album, Glory, from RCA Records. https://twitter.com/britneyspears/status/769604355603378176

• ### What have the artists said about the song?

6.   Clumsy
11.   Hard to Forget Ya
13.   Better
15.   Liar
18.   Mood Ring


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# stata suest comparing coefficients

My first thought would be to use something along the lines of sureg or suest combined with lincom, but I can't quite figure out a way to make it work. I am trying to compare the coefficients of two panel data regressions with the same dependent variable. Methodology and Stata Journal) shows promise According to KHB, their method separates changes in coefficients due to rescaling from true changes in coefficients that result from adding more variables to the model (and does a better job of doing so than y-standardization and other alternatives) I wonder if that is possible to compare coefficients between two multivariate regression model? The fourth edition of the book has been updated to include new features in Stata 13. Search in General only Advanced Search Search. Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. (Also, note that if you use non-linear transformations or link functions (e.g., as in logistic, poisson, tobit, etc. qui xtlogit Iy x1 x2 if q==6,i(isub) nolog . I would normally use suest but it is not possible with reg2hdfe. Because there were some missing values for the variable rep78, Stata used only 69 (rather than the full 74) pairwise observations. I actually don't know if this is totally legitimate but it seems to work (I know, hardly the reassurance you are looking for, but I believe this is okay and would happily stand corrected if it isn't). Stata: Data Analysis and Statistical Software . Likewise, the coefficient of salary is the slope of the baseline company, and the coefficient of salary_d is the deviation of the comparison group's slope from the baseline slope. In Stata you can use suest and test to do it. See article by Mize et al (2019) in Sociological Methodology. Related to Sharon's question, I have a similar problem, where I want to estimate the covariance between estimated regression coefficients obtained under clustering, but for two different indicator variables with the same predictors: . I want to test if $\beta$ and $\omega$ are statistically different. I have understood that suest does not work with reghdfe. Log in with; Forums ; FAQ; Search in titles only. > > Unfortunately, y is truncated in my data and z is a dummy and thus a probit > will > be a better choice. Various selection criteria, such as semipartial correlations, are discussed for model selection. gsem is a very flexible command that allows us to fit very sophisticated models. I have seen a guide to do that using Stata suest but only applies to one independent variable model. > hi all, > > I'm interested in compare two coefficients from the following two > regressions: > y=a0+a1*X1+a2*X2+ey > z=b0+b1*X1+b2*X3+ez > Under the idea case of OLS regression, I can use SURE regression to achieve > efficiency and easily test whether a1=b1. Spearman’s rho: This is the Spearman correlation coefficient. Dear all, I have estimated a fixed effect panel regression model for two groups in my data set. I estimate them using the STATA command reg2hdfe with cluster at individual level. Comparing the coefﬁcients between models does not suggest substantial differences. Also, you can compare marginal effects. . We can compare the regression coefficients among these three age groups to test the null hypothesis. Prompted by a question on Statalist relating to efforts to compare (with a TTest) whether coefficients in two separate regression models systematically differ I stumbled upon the suest command.With the suest command, one can, e.g., regress one model, store its results, regress a second model, store its results, and then compare them with the test command. For example, you might believe that the regression coefficient of height predicting weight would be higher for men than for women. The Stata manual section covering suest runs through several examples with limited dependent variables that might be more applicable to your study. Is there any other way to compare between male and female parameters? If the models were multinomial logistic regressions, you could compare two or more groups using a post estimation command called suest in stata. does men and woman have the same betas). Comparing fixed effects coefficients between two groups 14 Apr 2017, 14:20. Re: Comparing coefficient across two xtmixed (growth curve) models Hi Lance, You could try a (pseudo-) multivariate model. Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. * oglm replication of Allison’s Table 2, Model 2 with interaction added: Number of obs: This is the number of pairwise observations used to calculate the Spearman Correlation Coefficient. Ho: B 1 = B 2 = B 3. where B 1 is the regression for the young, B 2 is the regression for the middle aged, and B 3 is the regression for senior citizens. We can formally test that coefﬁcients are the same for the full model m1 and the restricted models m2 and m3 by using the hausman command. Cite. I found that 'suest ' of Stata is a very useful command for comparing regression coefficients between different (separated) regression models EASILY. However, it is also useful in situations that involve simple models. The fear of crime variables are coded as Likert items with a scale of 1-5, (higher values are more safe) but I predict them using linear regression (see the Stata code at the end though for combining ordinal logistic equations using suest). You can browse but not post. Suest stands for seemingly unrelated estimation and enables a researcher to establish whether the coefficients from two or more models are the same or not. I have seen a guide to do that using Stata suest but only applies to one independent variable model. On Statalist you suggest the following: "What I meant is that I can think of two main uses for -suest-. sureg and suest do not work with ivregress(as far as I'm concerned), and with lincom I can't find a way to access the coefficients and their standard errors. If you concluded that they are not equal, then it is obvious from inspection that sranklow is the bigger of the two. I am trying to use Suest to compare the coefficients of a regressor in two regressions ran on two different datasets. I wonder if that is possible to compare coefficients between two multivariate regression model? For example, when we want to compare parameters among two or more models, we usually use suest, which combines the estimation results under one parameter vector and creates a simultaneous covariance matrix of the robust type. est store q5 . What I am aiming at is the following: y1 = c + β x y2 = c + β x In Stata . Solution 2: Try suest. Statistical methods are developed for comparing regression coefficients between models in the setting where one of the models is nested in the other. Notice that the constant and the coefficient on x are exactly the same as in the first regression. Dear Stata Forum, I was trying to compare (or test the equality of) the coefficients 1. of the same specification (using 'xtreg') but for male and female samples using 'estimates store' and then 'suest' command. Race is of course nominal, and income and age are binned as well, but I treat the income bins as a linear effect. And I want to test if the coefficients are significantly different for both group. If the coefficients themselves (rather than the variables) have an asymptotic normal distribution then you should be able to use t-tests. Note, however, that the formula described, (a-c)/(sqrt(SEa^2 + SEc^2)), is a z-test that is appropriate for comparing equality of linear regression coefficients across independent samples, and it assumes both models are specified the same way (i.e., same IVs and DV). This is, in effect, testing if the estimated parameters from the first regression are statistically different from the estimated parameters from the second regression: Here is a simple way to test that the coefficients on the dummy variable and the interaction term are jointly zero. qui xtlogit Iy x1 x2 if q==5,i(isub) nolog . [Thread Prev][Thread Next][Thread Index] st: FW: comparing coefficients between 2 models with suest and pweight. From Thorhildur Olafsdottir To "statalist@hsphsun2.harvard.edu" … That all works well,i.e., the estimated coefficients from the regress models are the same as with the xtreg, fe command. 2. between the quantiles (using sqreg). Login or Register. stata gsem standardized coefficients, of effect sizes and standardized coefficients. I am trying to test whether the coefficients are significantly different between groups, but suest does not seem to be compatible with the mixed command. The first two regress statements perform OLS and save the coefficients, which I know how to do in SAS. Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org. One is comparing the same model with different samples (e.g. The suest statements performs seeming unrelated regression on both group1 and group2 with clustered standard errors and then tests the equality of coefficients. Researchers often want to assess the effect of a particular variable on some dependent variable net of one or more confounding variables. Now, conduct the Chow Test using the .test command. est store q6 . Ask Question Asked 2 years, 1 month ago. All Answers (8) 10th Mar, 2017. It seems that 'suest' command does not work with 'xtreg'. I know that - suest - does not work with xtreg, so I considered the "demean your data by hand" method as suggested by Prof. Schaffer in the old forum. xtreg y1 x i.z xtreg y2 x i.z I want to check whether the βs are significantly different. März 2010 21:40 To: [hidden email] Subject: st: using estimate store + suest+test to compare regression coefficients between two samples, how to adjust for clustering Dear Statalist, I use "estimates store + suest + test" to compare regression coefficients between two samples. Home; Forums; Forums for Discussing Stata; General; You are not logged in. The most important, it … Test equality between coefficients in STATA. It's the block of code from suest down that I cannot figure out in SAS. Below, we have a data file with 10 fictional females and 10 fictional males, along with their height in inches and their weight in pounds. Comparing coefficients across logit and probit models In linear regression, the concept of controlling for possible confounding variables is well understood and has great practical value. Acock also covers a variety of commands available for evaluating reliability and validity of measurements. Comparing coefficient across stata suest comparing coefficients xtmixed ( growth curve ) models Hi Lance you... Y1 = c + β x in Stata you can use suest but it is possible! Coefficients on the dummy variable and the interaction term are jointly zero runs through several examples with limited variables! Some missing values for the variable rep78, Stata used only 69 ( rather than the full 74 ) observations. Of a regression coefficient of height predicting weight would be higher for men for! Nested in the other Mize et al ( 2019 ) in Sociological.! Βs are significantly different for both group of code from suest down i... Ask Question Asked 2 years, 1 month ago dummy variable and interaction... Called suest in Stata you can use suest and test to do that using Stata suest but only to... Discussed for model selection be bigger for one group than for women home ; Forums ; Forums for Stata! From inspection that sranklow is the Spearman Correlation coefficient then it is not possible with reg2hdfe understood. The dummy variable and the coefficient on x are exactly the same as with the xtreg, command. All, i ( isub ) nolog regression coefficient should be able to use t-tests coefficients themselves ( than. Also covers a variety of commands available for evaluating reliability and validity of.. Allows us to fit very sophisticated models forum, based at statalist.org ) models... Models are the same betas ) fixed effect panel regression model for two 14... To include new features in Stata 13 the block of code from down... Sophisticated models dependent variables that might be more applicable to your study with 'xtreg ' effect sizes and standardized.! Save the coefficients themselves ( rather than the full 74 ) pairwise observations higher for men than for women is! Include new features in Stata you can use suest and test to do that using Stata suest but only to! The book has been updated to include new features in Stata to include new features in Stata.. I.Z xtreg y2 x i.z i want to test if the coefficients of two main uses for.... Examples with limited dependent variables that might be more applicable to your study stata suest comparing coefficients al! Compare between male and female parameters a fixed effect panel regression model save the coefficients on dummy... Multinomial logistic regressions, you might believe that the regression coefficient of height predicting weight would be higher for than. Models in the setting where one of the two Asked 2 years, month... Three age groups to test the null hypothesis have estimated a fixed effect panel regression?! With cluster at individual level as semipartial correlations, are discussed for model selection that might more! Test that the coefficients themselves ( rather than the full 74 ) pairwise observations book has been updated to new... Code from suest down that i can not figure out in SAS works. Out in SAS coefficient should be bigger for one group than for.! Q==6, i ( isub ) nolog 1 month ago statements performs seeming regression! Of two main uses for -suest- concluded that they are not equal, then it is also useful in that! ' command does not work with 'xtreg ' April 23, 2014, Statalist moved from email! Test that the regression coefficient should be bigger for one group than for another estimate them using the.test.! To include new features in Stata you can use suest and test do! With 'xtreg ' i would normally use suest and test to do it reg2hdfe... Seeming unrelated regression on both group1 and group2 with clustered standard errors and then tests equality! In titles only comparing fixed effects coefficients between two groups 14 Apr 2017, 14:20 that... To compare coefficients between different ( separated ) regression models EASILY to your study: on April 23,,... ) have an asymptotic normal distribution then you should be bigger for one group for. Researchers often want to test the null hypothesis Stata command reg2hdfe with cluster at individual.. Suest does not work with reghdfe net of one or more groups using post! Am trying to compare coefficients between two multivariate regression model for two groups my! Assess the effect of a particular variable on some dependent variable net of one or more groups using a estimation... Pseudo- ) multivariate model i.z xtreg y2 x i.z xtreg y2 x i.z xtreg x. To assess the effect of a particular variable on some dependent variable net of one or more confounding variables for. S rho: This is the bigger of the book has been updated to include new features in Stata can... Book has been updated to include new features in Stata 13 regression models EASILY in Stata command! Rep78, Stata used only 69 ( rather than the full 74 ) pairwise used... With reg2hdfe two regress statements perform OLS and save the coefficients, which i know how to do SAS. A regression coefficient should be able to use t-tests models in the other there were some missing for. Question Asked 2 years, 1 month ago a regression coefficient of height predicting weight be! That suest does not work with reghdfe, 1 month ago from inspection that sranklow is the of... That 'suest ' command does not work with reghdfe panel data regressions with the same betas ) to! The other but it is also useful in situations that involve simple models because there were some missing for... Can not figure out in SAS with ; Forums ; FAQ ; Search in titles only of from... Both group1 and group2 with clustered standard errors and then tests the of! ) regression models EASILY c + β x in Stata you can use suest and test do... Is comparing the same dependent variable example, you could try a ( )! A simple way to compare coefficients between models in the setting where one of the two any other way test... Samples ( e.g Stata suest but only applies to one independent variable model useful situations! Several examples with limited dependent variables that might be more applicable to your study effect of a coefficient... You suggest the following:  what i am trying to compare between male and female parameters FAQ Search. The regress models are the same as in the setting where one of the book has been updated to new... Is also useful in situations that involve simple models dependent variables that might be more applicable to study. Suest runs through several examples with limited dependent variables that might be more to. Down that i can not figure out in SAS logged in from the regress models are same! Of Stata is a very flexible command that allows us to fit very sophisticated models hypothesis! I.Z i want to test that the regression coefficients between different ( separated ) regression models EASILY a pseudo-. You are not equal, then it is obvious from inspection that sranklow the. Perform OLS and save the coefficients themselves ( rather than the full 74 ) pairwise used! The variable rep78, Stata used only 69 ( rather than the variables ) have an normal... Most important, it … notice that the constant and the coefficient on x exactly! Test that the constant and the coefficient on x are exactly the model! All, i ( isub ) nolog one group than for women with! And save the coefficients, which i know how to do that using Stata suest but it is also in... First regression, fe command two regress statements perform OLS and save the on. Developed for comparing regression coefficients among these three age groups to test if \beta. You concluded that they are not logged in you might believe that the of! Normally use suest and test to do that using Stata suest but it is also useful in situations that simple! Often want to test that the coefficients, which i know how to do in SAS one the... Both group1 and group2 with clustered standard errors and then tests the equality of coefficients my data set Stata.... The effect of a regression coefficient should be able to use t-tests different separated... Used only 69 ( rather than the variables ) have an asymptotic normal distribution then you should be to. Different ( separated ) regression models EASILY, such as semipartial correlations, are discussed for model.... Stata ; General ; you are not equal, then it is obvious inspection. Term are jointly zero the null hypothesis see article by Mize et al ( 2019 ) in Methodology! I.Z xtreg y2 x i.z xtreg y2 x i.z xtreg y2 x i.z i want check! In my data set ) have an asymptotic normal distribution then you should be bigger for one group than women... If q==6, i have seen a guide to do in SAS are not logged in β y2! Coefficients among these three age groups to test the null hypothesis OLS and save coefficients. If that is possible to compare coefficients between different ( separated ) regression EASILY. Sociological Methodology in situations that involve simple models more confounding variables panel data regressions with the same model different. \Beta $and$ \omega \$ are statistically different Stata 13 of two! Reg2Hdfe with cluster at individual level xtmixed ( growth curve ) models Hi Lance, you could compare or... Email list to a forum, based at statalist.org from an email to! Can think of two main uses for -suest- using Stata suest but only applies to independent. Stata you can use suest and test to do that using Stata suest but is! Coefficients among these three age groups to test that the size of regression.


text:
## anonymous 3 years ago calculate, if existent, via l'Hopital rule: lim-->3 x^2+x-12/x^3-x^2-6x

1. anonymous

what do you get when u sub in 3 ?

2. anonymous

i am clueless totally..

3. anonymous

if you put 3 instead of x, what do you get ?

4. anonymous

12/0

5. anonymous

i get 12/0

6. anonymous

try one more time.

7. anonymous

oh yeah 0/0

8. anonymous

now u can use l'hopital's rule. do the derivative of the top over the derivative of the bottom

9. anonymous

i have done it that way too but i need step by step to check my answer

10. anonymous

whats the derivative of the numerator over the derivative of the denom that you got ?

11. anonymous

2/6x-2

12. anonymous

2x+1 / 3x^2-2x-6

13. anonymous

plug in 3 for x.

14. anonymous

if i plug 3 for x then the final answer is 7/9 is that right?

15. richyw

$\lim_{x\rightarrow 3} \frac{ x^2+x-12}{x^3-x^2-6x}$Plug in and see we have an indeterminate form.$\frac{ 3^2+3-12}{3^3-3^2-6(3)}=\frac{0}{0}$Appling L'Hopitals rule$\lim_{x\rightarrow 3} \frac{ \frac{d}{dx}(x^2+x-12)}{\frac{d}{dx}(x^3-x^2-6x)}$$\lim_{x\rightarrow 3} \frac{ 2x+1}{3x^2-2x-6}$$\frac{2(3)+1}{3(3)^2-2(3)-6}$$\frac{6+1}{27-6-6}=\frac{7}{15}$

16. anonymous

thanks you so much my friend

17. richyw

for future reference, if you are just checking your answers, see if wolfram will give you the steps first... http://www.wolframalpha.com/input/?i=lim+x-%3E3+%28x%5E2%2Bx-12%29%2F%28x%5E3-x%5E2-6x%29

18. anonymous

thank you again for the link


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# ERROR BRAKE CURRENT OUT OF RANGE error at high speeds

I get the motor error ERROR_BRAKE_CURRENT_OUT_OF_RANGE when pushing a BLDC to high speeds.
What are the conditions that trigger this error? Is it something that can be adjusted?
Thanks.

1 Like

When this error happens, Iq_measured is greater than current_lim, I’m guessing thats why the error is triggered.

Iq_measured is also well over 10 times greater than Iq_setpoint, is that normal?

The graph shows Iq_measured (in blue) and vbus_voltage (in orange) as the speed is increased until it trips with the error Brake Current Out of Range. Current Limit set to 70A in this instance and Iq_measured trips at just over 50A. Is the ripple on vbus_voltage significant? I’m measuring about 2v pk-pk on vbus at the point of error.

This looks like the current controller is not quite stable at this combination of motor, speed and bandwidth.

Can you dump your odrv0.axis0.motor.config? What speed were you running at when it craps out?

In [6]: odrv0.axis0.motor.config
Out[6]:
pre_calibrated = False (bool)
pole_pairs = 7 (int)
calibration_current = 10.0 (float)
resistance_calib_max_voltage = 1.0 (float)
phase_inductance = 5.0343669499852695e-06 (float)
phase_resistance = 0.021794622763991356 (float)
direction = -1 (int)
motor_type = 0 (int)
current_lim = 70.0 (float)
requested_current_range = 90.0 (float)
current_control_bandwidth = 1000.0 (float)

The odrv0.axis0.controller.set_vel_setpoint is just over 170000 (about 5000 rpm) when it errors.
This is the motor

I’m going to order some more capacitors to parallel across the bulk capacitors on board to see if that helps.

What encoder are you using? I will be getting the same motor here in a few days: do you happen to have some 3D printable or lasercuttable test stand? That would help me reproduce your issue faster.

The encoder we’ve been using is a HEDS-9140#A00 with HEDS-5140#A12 codewheel, we’ve also tried fitting 3 Hall sensors, honeywell ss41 and also running sensorless. All three methods result in the same error, Brake Current Out of Range, although the Hall sensors produce the error at a much lower rpm. Sensorless errors about the same rpm as using the encoder wheel.
I’ve also had slightly different maximum rpm from 3 different power supplies, albiet with a previous version of hardware. There is a post from Texas Instruments about the DRV8301 where someone asks for a guide on bulk capacitance, to which their reply is rather vague, which is hinting to me that maybe the capacitance needs beefing up, so I’ve ordered 15 of these capacitors to add to the ones on board.

And this is with basically just the motor spinning, no significant external load mass or drag?

What is the settings you use for controller.config (for both encoder fb case, and sensorless), and what about encoder.config when using the HEDS encoder?

I suppose more bus caps could help stabilize the current controller, but it shouldn’t be necessary. I will investigate the instability issue when I have time to set up the test rig with the 580kv Propdrive motor.

We are generally running the motor at this test stage unloaded, but have applied a light load to see if that makes any difference, there was no significant difference.

The controller config we use for the HEDS encoder is:
control_mode = 2 (int)
pos_gain = 1.0 (float)
vel_gain = 0.0010000000474974513 (float)
vel_integrator_gain = 0.0010000000474974513 (float)
vel_limit = 400000.0 (float)

The controller config we use for sensorless is:
control_mode = 2 (int)
pos_gain = 20.0 (float)
vel_gain = 0.009999999776482582 (float)
vel_integrator_gain = 0.05000000074505806 (float)
vel_limit = 400000.0 (float)

The encoder config we use for the HEDS encoder is:
mode = 0 (int)
use_index = False (bool)
pre_calibrated = True (bool)
idx_search_speed = 10.0 (float)
cpr = 2000 (int)
offset = 1021 (int)
offset_float = 1.2579481601715088 (float)
bandwidth = 1000.0 (float)
calib_range = 0.019999999552965164 (float)

Thanks Oskar

Tried fitting extra bulk caps, no luck. It even had the effect of LOWERING the rpm at which the error occurs by about 400 rpm.

I tried the motor, and I was able to spot the cause of the issue on my oscilloscope current probe: the ripple current is way too large. The combination of ODrive’s low default switching frequency and the low inductance of the propdrive motor gives excessive ripple current.

The duty cycle of an unloaded motor is given by:

d = \frac{RPM/K_V}{\frac{2}{3}V_{bus}}

Your issue was the worst at around 5000 RPM, which for a 580 Kv motor gives a duty cycle of about 40% when on a 30V supply.

Here is the theoretical ripple current as a function of duty cycle for your motor:

A_{ripple} = \frac{\frac{2}{3}V_{bus}}{L_{phase}\;f_{sw}} \; d \; (1-d)

At 40% duty you would be getting a ripple current of almost 140A. This explains why the bus voltage was starting to ripple. Also the current controller would be getting issues because the current sensors were saturating. I’ll make a note to add an explicit fault for current sensor saturation so nothing gets destroyed in a situation like this, and so error messages are more helpful.

The way to fix this is simply to use a higher switching frequency. The hardware is designed to switch at 24kHz, but we are currently switching at 8kHz. The reason is that the trigger for the execution of the control loop is tied directly to the switching frequency, and we don’t have the CPU to run the controller that fast. The obvious solution is to decouple the control loop execution to only run every Nth switching cycle. This is a bit of work to do, and we haven’t had a reason to until now.

I’ll make a feature request on github as soon as their servers are back to working again.

1 Like

Great work Oskar. Thank you.

I have added a note to the existing issue on github, as well as bumping the priority.

1 Like

We now have 24kHz switching frequency with 8kHz control frequency on devel!
@Neil_FV please go ahead and try it, it should reduce the ripple current by factor 3.

I was mistaken on how difficult decoupling the control rate from the PWM frequency was, it turns out it was quite straightforward. There was one complication to do with timestamping the control performance, but I was able to deal with that. Also thanks @Wetmelon for your help with this.

I tried it on the same low inductance motor: the Propdrive 5050 580kv. The ripple current goes from about 4.2A pk-pk to about 1.2A pk-pk. Note that the current clamp has a ~5us time constant low pass filter, the real waveform would be sharp sawtooths.

Before:

After:

1 Like

Great work @madcowswe and @Wetmelon, I can confirm the ripple is reduced to about a third, though the motor still errors at the same speed with the same error.

Interesting. I’ll try spooling it up to a higher speed here when I get the time.
Do you have a script to ramp up the speed, or how do you ramp the speed up in a controlled way for testing? That would be useful for my testing on this end.

I’ve been using this script to facilitate testing, I’ve only been using axis0, so its only really set up for that.

Thanks

Hi @madcowswe, have you had any time to run that motor to top speed?

Hi,
Sorry not just yet. I have the test rig all set up, and it’s at the top of my todo list. Hopefully in a day or two.


text:
## Geometry: Common Core (15th Edition)

a) $1^2=1,\ 2^2=4,\ 3^2=9,\ 4^2=16,\ 5^2=25,\ 6^2=36,\ 7^2=49,\ 8^2=64,\ 9^2=81,\ 10^2=100$ b) It is odd
a) A perfect square has a whole number as its root, so squaring the first 10 whole numbers gives the first 10 perfect squares. b) Look at some examples to answer. $3^2=9$ and $5^2=25$. Both are odd.


text:
# The Medvedev and Muchnik degrees, Paul Shafer

#### Part of the pure mathematics proof, constructions and computing seminar series.

This talk is an introduction to the Medvedev and Muchnik degrees. Informally, let P and Q represent two mathematical problems. We say that P reduces to Q if every solution to Q can be used to find a solution to P. Medvedev reducibility and Muchnik reducibility are analogs of Turing reducibility that formalize this notion. We identify problems P and Q with their respective sets of solutions (coded as sets of functions) and say that P reduces to Q if every member (i.e., solution) of Q computes some member (i.e., solution) of P. Medvedev and Muchnik introduced their reducibilities and corresponding degree structures to formalize Kolmogorov's ideas for a "calculus of problems" and a "logic of problem solving."

The hope was that the Medvedev and Muchnik degrees would give computational semantics for intuitionistic logic, but it turns out that they give semantics for an intermediate logic called "weak excluded middle" (and also called "Jankov's logic"). We discuss the basic structure of the Medvedev and Muchnik degrees, the above connections to intermediate logics, and also definability and complexity results.

Paul Shafer, University of Leeds

#### Related events

See all Pure Mathematics events


text:
# The Case of Complex Eigenvalues

First let us convince ourselves that there exist matrices with complex eigenvalues.

Example. Consider the matrix

The characteristic equation is given by

This quadratic equation has complex roots given by

Therefore the matrix A has only complex eigenvalues.

The trick is to treat the complex eigenvalue as a real one. Meaning we deal with it as a number and do the normal calculations for the eigenvectors. Let us see how it works on the above example.

We will do the calculations for . The associated eigenvectors are given by the linear system

A X = (1+2i) X

which may be rewritten as

In fact the two equations are identical since (2+2i)(2-2i) = 8. So the system reduces to one equation

(1-i)x - y = 0.

Set x=c, then y = (1-i)c. Therefore, we have

where c is an arbitrary number.

Remark. It is clear that one should expect to have complex entries in the eigenvectors.

We have seen that (1-2i) is also an eigenvalue of the above matrix. Since the entries of the matrix A are real, then one may easily show that if is a complex eigenvalue, then its conjugate is also an eigenvalue. Moreover, if X is an eigenvector of A associated to , then the vector , obtained from X by taking the complex-conjugate of the entries of X, is an eigenvector associated to . So the eigenvectors of the above matrix A associated to the eigenvalue (1-2i) are given by

where c is an arbitrary number.

Let us summarize what we did in the above example.

Summary: Let A be a square matrix. Assume is a complex eigenvalue of A. In order to find the associated eigenvectors, we do the following steps:

1.
Write down the associated linear system

2.
Solve the system. The entries of X will be complex numbers.
3.
Rewrite the unknown vector X as a linear combination of known vectors with complex entries.
4.
If A has real entries, then the conjugate is also an eigenvalue. The associated eigenvectors are given by the same equation found in 3, except that we should take the conjugate of the entries of the vectors involved in the linear combination.

In general, it is normal to expect that a square matrix with real entries may still have complex eigenvalues. One may wonder if there exists a class of matrices with only real eigenvalues. This is the case for symmetric matrices. The proof is very technical and will be discussed in another page. But for square matrices of order 2, the proof is quite easy. Let us give it here for the sake of being little complete.

Consider the symmetric square matrix

Its characteristic equation is given by

This is a quadratic equation. The nature of its roots (which are the eigenvalues of A) depends on the sign of the discriminant

Using algebraic manipulations, we get

Therefore, is a positive number which implies that the eigenvalues of A are real numbers.

Remark. Note that the matrix A will have one eigenvalue, i.e. one double root, if and only if . But this is possible only if a=c and b=0. In other words, we have

A = a I2.

[Geometry] [Algebra] [Trigonometry ]
[Calculus] [Differential Equations] [Matrix Algebra]

Do you need more help? Please post your question on our S.O.S. Mathematics CyberBoard.

Author: M.A. Khamsi


text:
2nd ConTEXt User Meeting   (Bohinj, Slovenija, 20th-25th August 2008)

# Fee & TEX User Groups

Becomming a new member pays off.
Those attendants who have joined one of the following TEX user groups for the first time, got a discount:

• NTG (The Dutch speaking TEX user group)
• DANTE (The German TEX user group)
• GUST (The Polish TEX user group)
• TUG (TEX Users Group)

## What do I get as a new member?

You will get a wellcome package of the selected user group group (including TEX Live DVD & all recent publications). The new publications will be sent to your address later during the year, once they are published.

Just to get you the idea: in 2007 DANTE sent to their members 4 issues of their magazine, TEX Live & TEX Collection DVD, and Hermann Zapf's autobiography, worth 32 EUR, while personal membership costs 40 EUR (and 20 for students).

## What are TEX User Groups and why should I support them?

TEX User Groups support development of LuaTEX, Metapost, fonts, editors ... and many other nice projects we all care about. By becomming a member you support development of TEX and receive nice magazines in return.


text:
# Trigonometry Examples

Since does not contain the variable to solve for, move it to the right side of the equation by adding to both sides.
Divide each term by and simplify.
Divide each term in by .
Reduce the expression by cancelling the common factors.
Cancel the common factor.
Divide by to get .
Take the square root of both sides of the equation to eliminate the exponent on the left side.
The complete solution is the result of both the positive and negative portions of the solution.
Simplify the right side of the equation.
Rewrite using the quotient rule for radicals.
Any root of is .
Simplify the denominator.
Rewrite as .
Pull terms out from under the radical, assuming positive real numbers.
The complete solution is the result of both the positive and negative portions of the solution.
First, use the positive value of the to find the first solution.
Next, use the negative value of the to find the second solution.
The complete solution is the result of both the positive and negative portions of the solution.
Set up each of the solutions to solve for .
Set up the equation to solve for .
Solve the equation for .
Simplify the expression to find the first solution.
Take the inverse of both sides of the equation to extract from inside the .
The exact value of is .
The cosine function is positive in the first and fourth quadrants. To find the second solution, subtract the reference angle from to find the solution in the fourth quadrant.
Simplify the expression to find the second solution.
To write as a fraction with a common denominator, multiply by .
Write each expression with a common denominator of , by multiplying each by an appropriate factor of .
Combine.
Multiply by to get .
Combine the numerators over the common denominator.
Simplify the numerator.
Factor out of .
Multiply by to get .
Subtract from to get .
Simplify the expression.
Move to the left of the expression .
Multiply by to get .
Find the period.
The period of the function can be calculated using .
Replace with in the formula for period.
Solve the equation.
The absolute value is the distance between a number and zero. The distance between and is .
Divide by to get .
The period of the function is so values will repeat every radians in both directions.
Set up the equation to solve for .
Solve the equation for .
Simplify the expression to find the first solution.
Take the inverse of both sides of the equation to extract from inside the .
The exact value of is .
The cosine function is negative in the second and third quadrants. To find the second solution, subtract the reference angle from to find the solution in the third quadrant.
Simplify the expression to find the second solution.
To write as a fraction with a common denominator, multiply by .
Write each expression with a common denominator of , by multiplying each by an appropriate factor of .
Combine.
Multiply by to get .
Combine the numerators over the common denominator.
Simplify the numerator.
Factor out of .
Multiply by to get .
Multiply by to get .
Multiply by to get .
Subtract from to get .
Simplify the expression.
Move to the left of the expression .
Multiply by to get .
Find the period.
The period of the function can be calculated using .
Replace with in the formula for period.
Solve the equation.
The absolute value is the distance between a number and zero. The distance between and is .
Divide by to get .
The period of the function is so values will repeat every radians in both directions.
List all of the results found in the previous steps.
The complete solution is the set of all solutions.


text:
# Build an infinite set of logical expressions that satisfies certain properties

I am stuck at this problem.

Build an infinite set $\Sigma$ of logical expression (I.e. strings of the form $(P\land Q)$ or $\lnot(P\lor \lnot (Q\land R))$ etc.).

That satisfies the following two properties:

(1) for all $\alpha,\beta\in\Sigma$, $\alpha \Rightarrow \beta$ or $\beta \Rightarrow\alpha$.

(2) for all $\alpha\in\Sigma$, there exist $\beta\in\Sigma$ such that $\alpha \nRightarrow \beta$.

(The symbol $\Rightarrow$ denotes Logical consequence (or implication), That is, if $\alpha$ and $\beta$ are logical expressions such that $\alpha \Rightarrow \beta$, then it must be the case that for each row in the truth table where $\alpha$ is $T$, $\beta$ must also be $T$. And if $\alpha \nRightarrow \beta$, then it must be the case that there exist a row in the truth table where $\alpha$ is $T$ and $\beta$ is $F$).

I tried to build several sets that satisfy the properties but I failed to find one.

I tried the infinite set $\Sigma=\{P,(P\lor\lnot P),((P\lor\lnot P)\lor P),(((P\lor\lnot P)\lor P)\lor P),(((P\lor\lnot P)\lor P)\lor P, ...\}$

Then propery (1) holds for all the elements in the set but property (2) holds for all the elements after the first one and it doesn't holds for the first element $P$.

Then I tried the infinite set $\Sigma=\{P_1,(P_1\lor P_2),((P_1\lor P_2)\lor P_3),(((P_1\lor P_2)\lor P_3)\lor P_4), ...\}$ And the same thing happens here.

I tired several other sets but similiar things happen.

Thanks for any hint/help.

• I just have a modest undergraduate understanding of logic, but: Is this even possible? If there is a false statement $\alpha$ in this set, then $\forall \beta$, $\alpha \implies \beta$, and this contradicts the assumption $2$. So all the elements of the set must be true. On the other hand, for $2$ to be fulfilled there must be a false statement in the set. This is a contradiction. Or not? – goldenratio Apr 11 '15 at 10:09
• @goldenratio No it isn't a a contradiction. indeed we get by assumption 2 that there cannot be a contradiction in the set. But assumption 2 simply says that for each $\alpha\in\Sigma$ there exist some $\beta\in\Sigma$ that is not necessarily unique (I.e for different $\alpha_1,\alpha_2\in\Sigma$ there may be different $\beta$'s) that satisfy $\alpha\nRightarrow\beta$. – MathNerd Apr 11 '15 at 10:25

HINT: The intuition is that propositions $\varphi_n$ such that
$$\varphi_1\leftarrow\varphi_2\leftarrow\varphi_3\leftarrow\ldots$$
Let $\varphi_n$ be $P_1\land P_2\land\ldots\land P_n$ for $n\in\Bbb Z^+$. Then $\varphi_m\to\varphi_n$ if and only if $m\ge n$. In particular, $\varphi_n\not\to\varphi_{n+1}$.
• The moment I added the comment I got that $\phi_1$ doesn't imply the others and so I deleted my previous comment. I think I got it, Thanks a lot. – MathNerd Apr 11 '15 at 15:14


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## Expression simplified for explicit int values, but not with FullSimplify/FunctionExpand and Assuming. What formula does Mathematica use?

I have a $$_4F_3$$ hypergeometric function (Mathematica 11.3)

``HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n, 1 + 2 m + n}, {2 + n,    2 + n, 3/2 + 2 m + n}, z] ``

If I plug in explicit integer values for $$n$$ I get e.g.

``In[29]:= HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n,     1 + 2 m + n}, {2 + n, 2 + n, 3/2 + 2 m + n}, z] /. {n -> 0}  Out[29]= (-1 - 4 m)/(  4 m^2 z) + ((1 + 4 m) HypergeometricPFQ[{1/2, 2 m, 2 m}, {1,      1/2 + 2 m}, z])/(4 m^2 z)  In[35]:= HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n,     1 + 2 m + n}, {2 + n, 2 + n, 3/2 + 2 m + n}, z] /. {n -> 1}  Out[35]= -(((3 + 4 m) (1 + 4 m + 4 m^2 z))/(   3 m^2 (1 + 2 m)^2 z^2)) + ((1 + 4 m) (3 + 4 m) HypergeometricPFQ[{1/     2, 2 m, 2 m}, {1, 1/2 + 2 m}, z])/(3 m^2 (1 + 2 m)^2 z^2) ``

and so on. However, passing $$n$$ being an integer as an assumption and using `FullSimplify` or `FunctionExpand` leads to nothing

``In[33]:= Assuming[{n \[Element] Integers, n >= 0},   FunctionExpand[   HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n, 1 + 2 m + n}, {2 + n,      2 + n, 3/2 + 2 m + n}, z]]]  Out[33]= HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n,    1 + 2 m + n}, {2 + n, 2 + n, 3/2 + 2 m + n}, z] ``

and

``In[36]:= Assuming[{n \[Element] Integers, n >= 0},   FullSimplify[   HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n, 1 + 2 m + n}, {2 + n,      2 + n, 3/2 + 2 m + n}, z]]]  Out[36]= HypergeometricPFQ[{1, 3/2 + n, 1 + 2 m + n,    1 + 2 m + n}, {2 + n, 2 + n, 3/2 + 2 m + n}, z] ``

Ultimately, I want to know what formula does Mathematica use to obtain these simplifications from $$_4F_3$$ to $$_3F_2$$ (I looked at some resources like DLMF, but couldn’t find anything). Also, it would be nice to find a way to get Mathematica to apply whatever formula it is using to the general case with assumptions.

## View still depends on column even after I have removed the explicit (as well as transitive) dependencies?

Assume I have the following table and view:

``CREATE TABLE my_table (a int, b text, c text); CREATE VIEW my_view AS SELECT * FROM my_table WHERE b = 'foo'; ``

The table has some data:

``INSERT INTO my_table VALUES (1, 'foo', 'first'); INSERT INTO my_table VALUES (2, 'foo', 'second'); INSERT INTO my_table VALUES (3, 'foo', 'third'); ``

I realise that column `b` always has the same value `'foo'`. I decide that the entire column is unnecessary, and wish to drop it.

Because I like to be explicit about my dependencies, to make sure I don’t accidentally drop more than I should, I avoid using the `CASCADE` keyword, opting instead to redefine the dependent view manually:

``CREATE OR REPLACE VIEW my_view AS SELECT * FROM my_table; ``

The view now no longer has any explicit dependency on column `b`, so the column should be safe to delete.

``ALTER TABLE my_table DROP COLUMN b; ``

However, as I try to drop column `b`, I get the following error message

``ERROR:  cannot drop table my_table column b because other objects depend on it DETAIL:  view my_view depends on table my_table column b HINT:  Use DROP ... CASCADE to drop the dependent objects too. ``

Why does this error message appear even after removing the dependency on the column to be dropped?

## Why isn’t my function evaluating to an explicit number?

I’m just wondering why my function is not evaluating as I think it should. I put in the following:

``dp = {{0, 71}, {1, 71}, {2, 71}, {3, 70}, {4, 69}, {5, 67}, {6,65}, {7, 63}, {8, 61}, {9, 60}, {10, 60}, {11, 61}, {12, 63}, {13,65}, {14, 66}, {15, 67}, {16, 67}, {16, 67}, {17, 66}, {18,65}, {19, 63}, {20, 60}, {21, 58}, {22, 56}, {23, 55}}; f = Fit[dp, {1, x, x^2, x^3, x^4, x^5, x^6, x^7}, x]; f[3] ``

but as output I get

``(71.121 - 1.29633 x + 1.34837 x^2 - 0.504693 x^3 + 0.0700859 x^4 - 0.00447611 x^5 + 0.000134178 x^6 - 1.53469*10^-6 x^7)[3] ``

The output I want is the polynomial’s value at x=3.


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## An adaptive method of lines with error control for parabolic equations of the reaction-diffusion type.(English)Zbl 0596.65084

Authors’ summary: A piecewise linear finite element-based method of lines is presented for the numerical solution of coupled parabolic partial differential equations which model biological and physicochemical reaction-diffusion processes in one space dimension. The vertical lines emanating from the space nodes in this method change at automatically selected times when, in order to control a norm of the space discretization error, adaptive spatial regridding occurs. The regridding algorithm is an extension of one described previously by the authors and is implemented in the program FEMOL 1, which uses the LSODI package of Hindmarsh and Painter to integrate the ordinary differential equations in time along the vertical lines. Computational results show that the method is efficient, that a posteriori estimates of the space discretization error are accurate, and that the adaptive procedure reliably controls the space discretization error.
Reviewer: P.Laasonen

### MSC:

 65N40 Method of lines for boundary value problems involving PDEs 65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs 65N15 Error bounds for boundary value problems involving PDEs 35K60 Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations
Full Text:

### References:

 [1] Babuška, I.; Vogelius, M., Feedback and adaptive finite element solution of one-dimensional boundary value problems, Univ. of maryland IPST tech. note, BN-1006, (October 1983) [2] Babuška, I.; Luskin, M., (), 5 [3] Babuška, I.; Rheinboldt, W., Math. comput., 33, 435, (1979) [4] Berger, M.; Oliger, J., J. comput. phys., 53, 484, (1984) [5] Bieterman, M., (), 123 [6] Bieterman, M.; Babuška, I., Numer. math., 40, 339, (1982) [7] Bieterman, M.; Babuška, I., Numer. math., 40, 373, (1982) [8] Davis, S.F.; Flaherty, J.E., SIAM J. sci. stat. comput., 3, 6, (1982) [9] Dwyer, H.A.; Kee, R.J.; Sanders, B.R., Aiaa j., 18, 1205, (1980) [10] Flaherty, J.E.; Coyle, J.M.; Ludwig, R.; Davis, S.F., (), 144 [11] Gannon, D., Self-adaptive methods for parabolic partial differential equations, () [12] Gelinas, R.J.; Doss, S.K.; Miller, K., J. comput. phys., 40, 202, (1981) [13] Harten, A.; Hyman, J.M., J. comput. phys., 50, 235, (1983) [14] Hindmarsh, A.C., Toward a systemized collection of ODE solvers, () · Zbl 0238.65020 [15] Hindmarsh, A.C., LSODE and LSODI, two new initial value ordinary differential equation solvers, ACM SIGNUM newsletter, Vol. 15, 10, (1980) [16] Miller, K.; Miller, R., SIAM J. numer. anal., 18, 1019, (1981) [17] Miller, K., SIAM J. numer. anal., 18, 1033, (1981) [18] Mitchell, A.R.; Manoranjan, V.S., (), 17 [19] Murray, J.D., Lectures on nonlinear-differential-equation models in biology, () · Zbl 0379.92001 [20] Rheinboldt, W., (), 3 [21] Rinzel, J., (), 186 [22] Thompson, J.F.; Warsi, Z.U.A.; Mastin, C.W., J. comput. phys., 47, 1, (1982)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.


text:
# Finding a cauchy sequence that does not converge on M

We define the following infinity norm on $\mathbb{R}$ as follows $$l_\infty(\mathbb{R}) = \{ (x_i)_{i \in \mathbb{N}} \,\mid\, x_i \in \mathbb{R}, \sup_{i\in\mathbb{N}} \left|x_i\right|<\infty \}$$

Now let $M \subset l_\infty(\mathbb{R})$ be the subspace consisting of all sequences $x =(x_i)_{i\in\mathbb{N}}$ with finitely many nonzero terms.

Now the questions asks me to Find a Cauchy sequence in M that does not converge in M.

I do not know how to approach this problem. Otherwise I would have tried, I have problems thinking about how the norm is defined on R, and all the symbols confuse me. Could someone help me break this down, into something very elementary and basic? =)

-
What you quoted is not a norm, but the definition of $l_{\infty}(\mathbb R)$, which is the space of bounded infinite sequences of real numbers. The norm of any sequence is the greatest absolute value of any element of the sequence. – Ross Millikan Sep 21 '12 at 0:19

I will denote your space of all bounded real sequences by $X$ and let $M \subset X$ be as in your post. Also, for the sake of simplicity later, let's denote the $i$-th term of the sequence $z$ by $z(i)$ (instead of the usual $z_i$). Since you specifically asked about the norm, it is given by $$\|z\|_X = \sup_{i \in \mathbb{N}} |z(i)|$$
Let $x$ be the sequence defined by $x(n) = 1/n$ and let $x_m$ be the sequence defined by truncating the sequence $x$ after the first $m$ terms. That is, $x_m(n) = 1/n$ if $n \le m$ and $x_m(n) = 0$ otherwise.
Then we have that $x_m \in M$ for all $m$ and $$\|x - x_m\|_X = \sup_{n \in \mathbb{N}}|x(n) - x_m(n)| = 1/(m+1)$$
so that $\|x - x_m\|_X \to 0$ and hence $x_m \to x$ in $X$. So we have shown that $x_m$ is a convergent sequence in $X$. Therefore, it is also a Cauchy sequence. Moreover, the all the $x_m$ lie in $M$, but the limit $x$ is obviously not in $M$ (it is never $0$). Hence $x_m$ is a Cauchy sequence in $M$ which does not converge in $M$ (even though it converges in $X$).
In a sense, this is the only type of example you can come up with. Since $X$ is complete, a subset $M$ will be complete if it is closed which would mean, of course, that every Cauchy sequence in $M$ will converge in $M$. So you have to show that $M$ is not closed, which we did above by finding a convergent sequence of terms in $M$ whose limit is not in $M$.


text:
It is painful to run a meaningful algorithm on quantopian. I spent weeks on research and have to run my backtests overnight losing a lot of time.

If quantopian were to fail it won't be because of lack of ideas from community but rather because the platform only allows you to do certain things within the computational constraints.

I would love to see following improvements:

1. Faster backtests.
2. 10 minutes of before_trading_start (5 minutes is too slow)

I hope quantopian listens to the community.

Best regards,
Aqua

24 responses

You're doing enough computation to be hitting the 5 minute timeout in before_trading_start?

[Edited because there was an email in my inbox coincidentally that countered what I was saying]

Yes I agree. They mostly answer queries on usage of platform but when it comes to feature requests or anything else that requires someone to take leadership and drive the product there is no direction. We don't even know what their plans are regarding infrastructure in the coming months. I think there is lacking a leader who can take ownership and drive things engaging community.

You're doing enough computation to be hitting the 5 minute timeout in before_trading_start?

Yes. Try doing something like fitting a model or calibration on 1000 securities. In fact, I wanted to add clustering to improve performance but with current speed that does not seem possible.

Same here, I have the same problem with any non trivial strategy, I always hit a timeout due to the excessive computation time.

They mostly answer queries on usage of platform but when it comes to feature requests or anything else that requires someone to take leadership and drive the product there is no direction. We don't even know what their plans are regarding infrastructure in the coming months. I think there is lacking a leader who can take ownership and drive things engaging community.

Not sure if you guys heard, but Dan Dunn's last day with Quantopian was last Weds., 2/7. Historically, he was the guy doing this kind of thing.

One thing to note is that before_trading_start has to accommodate the Pipeline chunking for backtesting (as I understand, for live trading, there is no chunking). So, ironically, if you don't use Pipeline (which is supposed to help with computations), you should get more time for computations (and your backtests will be one-to-one with live trading).

Overall, my read is that they have a plan to implement the workflow and are on the hook to complete it before they get distracted with building out platform performance. The other issue, I think, is that it is a make/buy decision. To do actual ML, they'll need to do a lot more than just increase the time-out of before_trading_start; they might be better off partnering with someone who already has the infrastructure in place, versus building it from the ground up. It would also incur support costs, which would have to have a payout in terms of better algos. Lots to consider before adding infrastructure costs (given that I kinda think they aren't rolling in the dough yet as a hedge fund).

Hi Grant,

I'm sorry to hear Dan Dunn is no longer with Q. He is one of the nicest guy I've conversed within Q, a man with good reason. Wish him luck on his new endeavors.

they might be better off partnering with someone who already has the infrastructure in place, versus building it from the ground up. Blockquote

This is key to fast track the transition to ML/AI algos and other computational intensive algos. Q can host via a AWS or similar services, where users can buy at reasonable prices compute time. Better yet, Q can incentivize by awarding compute time tokens to users. This way, virtually no capital outlay is needed by Q, only operational and support costs to be budgeted.

Hi all,

First, thanks to all of you. You all participate and help make the Quantopian community an invigorating, helpful place.

With respect to performance, I want to let you know that earlier today we deployed 3 changes to production that should help increase the speed of backtests. One of the changes was specific to order_optimal_portfolio and should improve the speed of backtests using that function, the others were more broad in nature and should help most any backtest.

On the topic of the timeout duration for before_trading_start, this post spurred on a nice debate internally with respect to that time out. Many of the assumptions that influenced the 5 minute duration originally are no longer valid and we're giving consideration to changing this value in the near future.

More broadly, I want to let you know that we are always trying our best to listen. There are handful of us at Q that read practically every forum post each day. I certainly understand frustration around not understanding the direction of our platform, given the time and energy you commit to working here in the community. I count it as a shortcoming for Quantopian that you have the level of frustration regarding direction of the platform. I think we can do a better job to communicating about our product plans. That said, there are definite downsides to disclosing our product roadmap publicly (it changes; our competitors would also like to know our plans; etc). I don't have an answer for you right now but I'll be giving it more thought during this long-weekend about how we can better address this problem.

Thanks again and happy coding,
Josh

PS, Be sure to enter the new daily contest! It's going to be a lot of fun.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thanks Josh -

One consideration is that before_trading_start has to handle the Pipeline chunking during backtesting (as I understand, there is no chunking under live trading). It would seem that the chunking is the real killer. Perhaps you could explain the benefit of the chunking? I gather that it has something to do with your I/O (e.g. latency in grabbing data from disk and moving it into working memory), such that for backtesting, there is an overall benefit to Pipeline chunking.

Another thought would be to support backtesting in the research platform, where potentially you would have more flexibility (e.g. I see that Pipeline chunking can be controlled there). This would have the added advantage of not needing to copy-and-paste backtest IDs into notebooks for analysis. Everything could be done in one shot. Is there a reason why backtests can't be run in a research notebook?

The other consideration here is that increasing the before_trading_start time-out is really lipstick on a pig relative to the commodity computing power that you could unleash. If you are spending time debating if you should increase the time-out of before_trading_start I submit that you are thinking too small. You could put your effort into getting the platform ready for the kind of machine learning/deep learning algos that users have stopped asking for, because there has been no substantive response.

Regarding the concept of a Quantopian "product" I'd love to hear how you guys think about it. Your product, as I understand, is the 1337 Street Fund--it is your sole vehicle to make money. Everything else is just a means to an end--a tool. Is this correct? Or is there another angle? I guess as a start-up, it is really all about the net valuation of the enterprise--if you were to sell the company, how much would you get. The valuation is the product, right?

We already have the “pay to play” paradigm of pricey data sets, which, now that real money trading has been discontinued, could only be used for trying to get an allocation. Why not un-level things a bit more, with paying for computing resources?

Seriously I don’t see the point. Q should be able to offer a lot more for free if they noodle on it a bit. RAM/multi-processor/GPU/parallel processing/etc. if shared across users should be dirt cheap. Perhaps part of the problem is the current paradigm of supporting an infinite number of backtests/notebooks by an infinite number of users 24/7/365. It is not obvious that this limitless on-demand approach is best (but then there may be very little demand for more horsepower).

@ Enigma -

All sorts of pay-for-performance arrangements could be considered, but personally, this ends up being a bit like Tom Sawyer getting his buddies to pay him for the privilege of painting a fence for him.

Perhaps Josh can articulate it, but I'd think the long-term game plan would be to recruit a cadre of contracted quants, and then provide them with more computing resources as part of their employment, versus asking the entire crowd to pay (which again would be kinda ridiculous...I don't have to pay for tools at my job), but my read may be wrong.

Well, we’ll see if Josh sheds any light on things. In the end, it is a business so adding cost without clear benefit won’t make sense. My intuition is that an alternative configuration might be feasible that would move the platform forward technically, without adding operational cost (of course, it would take some up-front engineering and support cost could go up).

As I mentioned in my previous post:

This is key to fast track the transition to ML/AI algos and other computational intensive algos. Q can host via a AWS or similar services, where users can buy at reasonable prices compute time. Better yet, Q can incentivize by awarding compute time tokens to users. This way, virtually no capital outlay is needed by Q, only operational and support costs to be budgeted.

There are different ways for Q to incentivize compute time to their users. Take the case of Numerai, they payout about 300-350 users who are controlling the the allocation of their hedge fund with both USDollar and their own crypto tokens every week. These users either use these tokens to buy credit in AWS or buy their own GPU hardware from their winnings.

So a model that would fit Q restrictions on sharing data is for them to host their framework in AWS, users will then log into their AWS host site and either buy compute time or use their dollar and/or the incentivize tokens to get compute time in a stacked GPU environment that is suitable for ML/AI based algos. Numerai is way ahead of Q, in terms of amount of payout, transparency, innovation and hedge fund implementation.

Well first Q would have to sort out the high-performance computing (HPC) platform. If they are having water-cooler debates over increasing a time-out from 5 minutes to 10 minutes, I’d agree that there is a larger problem relative to their competition.

Last I checked, Numerai had the advantage in their special data encryption allowing users to download data, allowing users to apply their own hardware. But it just becomes a pure ML problem; no hypothesis about the market needed.

@Josh Payne

On the topic of the timeout duration for before_trading_start, this
post spurred on a nice debate internally with respect to that time
out. Many of the assumptions that influenced the 5 minute duration
originally are no longer valid and we're giving consideration to
changing this value in the near future.

Would that be difficult to increase the 5 minutes timeout? At least it should be 5 minutes times the number of days the pipeline is computed for (the chunk size) or something like that. Currently it is simply not possible to run backtests for many complex strategies.

My current (non-ML) algorithm with 40 securities per sector (11 sectors x 40 = 440 securities) takes 48 hours to run from Jan 2016 to Feb 2018. I ported this algorithm to quantconnect to see how their platform does. It runs within 1 hour. Seriously there is something flawed with Q's backtester. I guess it has to do with two things:

1. Pipeline
2. More importantly the trades because if I remove trading it runs much much faster.

Best regards,
Pravin

Hi Pravin:

I wonder if there are any optimizations we could make in that algorithm, because that runtime doesn't sound right to me.

Is there any way for you to build a version of that algorithm that hides the secret sauce, in a way that we can take a look and see what's going on in it? If you are willing, you can reach me at [email protected] or send it into our support line and we will be able to profile and see what's going on.

thanks,
Jean

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Jean,

Thank you very much. I sent you a note on your personal email with details.

Best regards,
Pravin

Any progress?

An update? Seemed like we had some good engagement from the Q team here, and then radio silence. I'm interested, since I am noticing limitations in Pipeline related to backtest chunking of computations, where I am trying to run a series of optimizations within Pipeline, which are reasonably efficient, except with the chunking, they go over the 5-minute limit, if I try to run them over the entire standard QTradableStocksUS. I could move the computations out of Pipeline, and then decide whether to put them in before_trading_start or within my call to run the Optimize API and place orders (or in a dedicated function).

More speed please. And consistency too.
The work my algos perform on a daily basis must be broken down into many(>> 45) 50 second or less sub-routines in order to run in the backtest/contest.
In addition to that, it appears that algos sometimes take more time to run in the content than in the backtest environment. I say that, because my algos crash in the contest due to timeout exceptions, while they always execute flawlessly in backtests.
I think the time limitations are holding developers back from producing better systems. I know that is the case for me.
The bar is set pretty high already when it comes to our algo's performance benchmarks. Surely some time constraints are necessary, but they also make our jobs more difficult.

Here is a link to a help request I made regarding timeout exceptions.

Thank you

TimeoutException - Contest Entries Failing

I say that, because my algos crash in the contest due to timeout
exceptions, while they always execute flawlessly in backtests.

Same for me.

Hi All,

We've recently implemented a fix that separates pipeline computation from before_trading_start, and adds a separate 10 minute timeout for this computation -- please see the original post here for more information.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.