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  • C# Monte Carlo Incremental Risk Calculation optimisation, random numbers, parallel execution

    - by m3ntat
    My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors. It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will need to be improved down to desk possibly book level at some stage, the code I've been given is basically a prototype which is used by business units in a semi production capacity. The application is currently single threaded so I'll need to make it multi-threaded, may look at System.Threading.ThreadPool or the Microsoft Parallel Extensions library but I'm constrained to .NET 2 on the server at this bank so I may have to consider this guy's port, http://www.codeproject.com/KB/cs/aforge_parallel.aspx. I am trying my best to get them to upgrade to .NET 3.5 SP1 but it's a major exercise in an organisation of this size and might not be possible in my contract time frames. I've profiled the application using the trial of dotTrace (http://www.jetbrains.com/profiler). What other good profilers exist? Free ones? A lot of the execution time is spent generating uniform random numbers and then translating this to a normally distributed random number. They are using a C# Mersenne twister implementation. I am not sure where they got it or if it's the best way to go about this (or best implementation) to generate the uniform random numbers. Then this is translated to a normally distributed version for use in the calculation (I haven't delved into the translation code yet). Also what is the experience using the following? http://quantlib.org http://www.qlnet.org (C# port of quantlib) or http://www.boost.org Any alternatives you know of? I'm a C# developer so would prefer C#, but a wrapper to C++ shouldn't be a problem, should it? Maybe even faster leveraging the C++ implementations. I am thinking some of these libraries will have the fastest method to directly generate normally distributed random numbers, without the translation step. Also they may have some other functions that will be helpful in the subsequent calculations. Also the computer this is on is a quad core Opteron 275, 8 GB memory but Windows Server 2003 Enterprise 32 bit. Should I advise them to upgrade to a 64 bit OS? Any links to articles supporting this decision would really be appreciated. Anyway, any advice and help you may have is really appreciated.

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  • regular expression to find all cell addresses in string

    - by Nike
    I have a string which may contain cell address, which is look like: A1, B34, Z728 - only capital letters and AA3, ABA92, ZABC83 - there may be several letters before Integer number. The typical source string is look like: =3+7*A1-B3*AB28 I need to get collection of all cells in the string: A1, B3, AB28 I tried to use Regex.Matches method with the following regular expression: @"[A..Z]+?[1..9]+?", but it doesn't work. Can anybody help me to write the regular expression?

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  • Entity Attribute Value Database vs. strict Relational Model Ecommerce question

    - by Dr. Zim
    It is safe to say that the EAV/CR database model is bad. That said, Question: What database model, technique, or pattern should be used to deal with "classes" of attributes describing e-commerce products which can be changed at run time? In a good E-commerce database, you will store classes of options (like TV resolution then have a resolution for each TV, but the next product may not be a TV and not have "TV resolution"). How do you store them, search efficiently, and allow your users to setup product types with variable fields describing their products? If the search engine finds that customers typically search for TVs based on console depth, you could add console depth to your fields, then add a single depth for each tv product type at run time. There is a nice common feature among good e-commerce apps where they show a set of products, then have "drill down" side menus where you can see "TV Resolution" as a header, and the top five most common TV Resolutions for the found set. You click one and it only shows TVs of that resolution, allowing you to further drill down by selecting other categories on the side menu. These options would be the dynamic product attributes added at run time. Further discussion: So long story short, are there any links out on the Internet or model descriptions that could "academically" fix the following setup? I thank Noel Kennedy for suggesting a category table, but the need may be greater than that. I describe it a different way below, trying to highlight the significance. I may need a viewpoint correction to solve the problem, or I may need to go deeper in to the EAV/CR. Love the positive response to the EAV/CR model. My fellow developers all say what Jeffrey Kemp touched on below: "new entities must be modeled and designed by a professional" (taken out of context, read his response below). The problem is: entities add and remove attributes weekly (search keywords dictate future attributes) new entities arrive weekly (products are assembled from parts) old entities go away weekly (archived, less popular, seasonal) The customer wants to add attributes to the products for two reasons: department / keyword search / comparison chart between like products consumer product configuration before checkout The attributes must have significance, not just a keyword search. If they want to compare all cakes that have a "whipped cream frosting", they can click cakes, click birthday theme, click whipped cream frosting, then check all cakes that are interesting knowing they all have whipped cream frosting. This is not specific to cakes, just an example.

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  • Deletes not cascading for self-referencing entities

    - by jwaddell
    I have the following (simplified) Hibernate entities: @Entity @Table(name = "package") public class Package { protected Content content; @OneToOne(cascade = {javax.persistence.CascadeType.ALL}) @JoinColumn(name = "content_id") @Fetch(value = FetchMode.JOIN) public Content getContent() { return content; } public void setContent(Content content) { this.content = content; } } @Entity @Table(name = "content") public class Content { private Set<Content> subContents = new HashSet<Content>(); private ArchivalInformationPackage parentPackage; @OneToMany(fetch = FetchType.EAGER) @JoinTable(name = "subcontents", joinColumns = {@JoinColumn(name = "content_id")}, inverseJoinColumns = {@JoinColumn(name = "elt")}) @Cascade(value = {org.hibernate.annotations.CascadeType.DELETE, org.hibernate.annotations.CascadeType.REPLICATE}) @Fetch(value = FetchMode.SUBSELECT) public Set<Content> getSubContents() { return subContents; } public void setSubContents(Set<Content> subContents) { this.subContents = subContents; } @ManyToOne(cascade = {CascadeType.ALL}) @JoinColumn(name = "parent_package_id") public Package getParentPackage() { return parentPackage; } public void setParentPackage(Package parentPackage) { this.parentPackage = parentPackage; } } So there is one Package, which has one "top" Content. The top Content links back to the Package, with cascade set to ALL. The top Content may have many "sub" Contents, and each sub-Content may have many sub-Contents of its own. Each sub-Content has a parent Package, which may or may not be the same Package as the top Content (ie a many-to-one relationship for Content to Package). The relationships are required to be ManyToOne (Package to Content) and ManyToMany (Content to sub-Contents) but for the case I am currently testing each sub-Content only relates to one Package or Content. The problem is that when I delete a Package and flush the session, I get a Hibernate error stating that I'm violating a foreign key constraint on table subcontents, with a particular content_id still referenced from table subcontents. I've tried specifically (recursively) deleting the Contents before deleting the Package but I get the same error. Is there a reason why this entity tree is not being deleted properly? EDIT: After reading answers/comments I realised that a Content cannot have multiple Packages, and a sub-Content cannot have multiple parent-Contents, so I have modified the annotations from ManyToOne and ManyToMany to OneToOne and OneToMany. Unfortunately that did not fix the problem. I have also added the bi-directional link from Content back to the parent Package which I left out of the simplified code.

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  • Twitterbot/0.1,gzip(gfe),gzip(gfe)

    - by user342284
    I see a lot of this on my google app engine error log: 05-18 06:44AM 00.897 /NTp9 405 17ms 0cpu_ms 0kb Twitterbot/0.1,gzip(gfe),gzip(gfe) 128.242.241.133 - - [18/May/2010:06:44:00 -0700] "HEAD /NTp9 HTTP/1.1" 405 124 - "Twitterbot/0.1,gzip(gfe),gzip(gfe)" May I know what is this?

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  • Best practices concerning view model and model updates with a subset of the fields

    - by Martin
    By picking MVC for developing our new site, I find myself in the midst of "best practices" being developed around me in apparent real time. Two weeks ago, NerdDinner was my guide but with the development of MVC 2, even it seems outdated. It's an thrilling experience and I feel privileged to be in close contact with intelligent programmers daily. Right now I've stumbled upon an issue I can't seem to get a straight answer on - from all the blogs anyway - and I'd like to get some insight from the community. It's about Editing (read: Edit action). The bulk of material out there, tutorials and blogs, deal with creating and view the model. So while this question may not spell out a question, I hope to get some discussion going, contributing to my decision about the path of development I'm to take. My model represents a user with several fields like name, address and email. All the names, in fact, on field each for first name, last name and middle name. The Details view displays all these fields but you can change only one set of fields at a time, for instance, your names. The user expands a form while the other fields are still visible above and below. So the form that is posted back contains a subset of the fields representing the model. While this is appealing to us and our layout concerns, for various reasons, it is to be shunned by serious MVC-developers. I've been reading about some patterns and best practices and it seems that this is not in key with the paradigm of viewmodel == view. Or have I got it wrong? Anyway, NerdDinner dictates using FormCollection och UpdateModel. All the null fields are happily ignored. Since then, the MVC-community has abandoned this approach to such a degree that a bug in MVC 2 was not discovered. UpdateModel does not work without a complete model in your formcollection. The view model pattern receiving most praise seems to be Dedicated view model that contains a custom view model entity and is the only one that my design issue could be made compatible with. It entails a tedious amount of mapping, albeit lightened by the use of AutoMapper and the ideas of Jimmy Bogard, that may or may not be worthwhile. He also proposes a 1:1 relationship between view and view model. In keeping with these design paradigms, I am to create a view and associated view for each of my expanding sets of fields. The view models would each be nearly identical, differing only in the fields which are read-only, the views also containing much repeated markup. This seems absurd to me. In future I may want to be able to display two, more or all sets of fields open simultaneously. I will most attentively read the discussion I hope to spark. Many thanks in advance.

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  • sendmail redhat

    - by lepricon123
    For some reason even after providing the sender's from adress my mails are not being delivered as from is missing as below maillog. Any suggestions? May 8 20:08:43 tawq02 sendmail[13443]: o4938hJD013443: ruleset=check_mail, arg1=<{}, relay=localhost.localdomain [127.0.0.1], reject=553 5.5.4 <{}... Domain name required for sender address {} May 8 20:08:43 tawq02 sendmail[13443]: o4938hJD013443: from=<{}, size=0, class=0, nrcpts=0, proto=ESMTP, daemon=MTA, relay=localhost.localdomain [127.0.0.1]

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  • Youtube Downloader

    - by Erik Persson
    Hi, A time ago I had a script who got the flv-file from a specified youtube-video, which now is broken due to changes at their website. I am wondering if Youtube may have an API to download the flv-file, where can I find it in that case? Have anyone build an own script, may someone wanna help be building it? Is there any scripts in any other languages such as shell/bash that works? :) Best regards, Erik Persson

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  • Edit/show Primary Key in Django Admin

    - by emcee
    It appears Django hides fields that are flagged Primary Key from being displayed/edited in the Django admin interface. Let's say I'd like to input data in which I may or may not want to specify a primary key. How would I go about displaying primary keys in Django-admin, and how could I make specifying it optional? Many thanks in advance, beloved hive-mind.

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  • eclipse mtj - proguard : obfuscate third party jar error

    - by robinmag
    i use proguard (support in mtj plugin) to obfuscate a project that has some third party jars but i gives me errors: Your input classes appear to be inconsistent. You may need to recompile them and try again. Alternatively, you may have to specify the options '-dontskipnonpubliclibraryclasses' and/or '-dontskipnonpubliclibraryclassmembers'. It seems that proguard use the classes in JavaSE. It only happens with projects that use third party jars :( Thank you in advanced!

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  • Time tracking solution for Windows / Eclipse PHP

    - by Industrial
    Hi everybody, After seeing this movie and the introduction to Lapsus (http://synapticmishap.co.uk/synapticmishap/lapsuspromo/) I really felt that I had missed this feature in my own daily work. Are there any time tracking solution for windows that can monitor a set folder and its changes to the content files that may or may not integrate with Eclipse PHP? Thanks!

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  • warnings emitted during 'easy_install'

    - by Matt Anderson
    When I easy_install some python modules, warnings such as: <some module>: module references __file__ <some module>: module references __path__ <some module>: module MAY be using inspect.trace <some module>: module MAY be using inspect.getsourcefile sometimes get emitted. Where (what package / source file) do these messages come from? Why is referencing __file__ or __path__ considered a bad thing?

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  • php csv high load request

    - by msaif
    i have PHP serve and one csv file . i need to read csv file and send the data to the browser. if individual request = 10,000 or more (may be) then reading csv file from harddisk may be costly.how can i efficiently read csv file from PHP and send the data to the browser. there is no option to read data form relational db. only browser<-------------PHP(apache)<----------------CSV flow pattern.

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  • Interview Question in C#

    - by amutha
    A Technical Lead asked me that ,he created a class,he declared object and initialized it.But some circumstance we may get "null reference" exception.He explained there are 1000 reasons for that and asked me to tell a single reason.I am unable to figure it out. What the reason(s) ,we may get such exception?

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  • run jsf application with myeclipse and jboss server

    - by chetan
    I develop simple jsf login application,that use icefaces component but, when I tries to run it in jboss server I got following error. Can't find TLD for location [http://java.sun.com/jsf/core]. JAR containing the TLD may not be in the classpath Can't find TLD for location [http://java.sun.com/jsf/html]. JAR containing the TLD may not be in the classpath

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  • Extraneous Library Linkage

    - by gmatt
    I have a question which may be somewhat silly because I'm pretty sure I may know the answer already. Suppose you have static library A, and dynamic shared object library B and your program C under linux. Suppose that library A calls functions from library B and your program calls functions from library A. Now suppose that all functions that C calls in A make no use of functions in B. To compile C will it be enough to link just A and omit B and furthermore can your program C be run on a system without library B installed?

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  • Dynamic FIFO queue

    - by sam
    Create a 4K buffer for storing 4 independent FIFO (first-in/first-out) queues of single byte character data. The organization of the FIFO should be as efficient as possible for storing the 4 queues to support dynamic (not fixed) queue size, insuring that no queue will overflow any other queue and given that it is unknown which queues may have the least # of elements and which queues may have the most # of elements.

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  • synamically change my schema

    - by Kirk
    I am wondering if there is a way to change the schema that I am working in while inside Management Studio. For instance I may have a default schema of dbo. But there are times I may want to query objects in say the accounting schema. It would be nice if I could issue a command and make it so I no longer must include the accounting before tables and views. But the next time I go in, I will be back to default of dbo.

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  • Recursive N-way merge/diff algorithm for directory trees?

    - by BobMcGee
    What algorithms or Java libraries are available to do N-way, recursive diff/merge of directories? I need to be able to generate a list of folder trees that have many identical files, and have subdirectories with many similar files. I want to be able to use 2-way merge operations to quickly remove as much redundancy as possible. Goals: Find pairs of directories that have many similar files between them. Generate short list of directory pairs that can be synchronized with 2-way merge to eliminate duplicates Should operate recursively (there may be nested duplicates of higher-level directories) Run time and storage should be O(n log n) in numbers of directories and files Should be able to use an embedded DB or page to disk for processing more files than fit in memory (100,000+). Optional: generate an ancestry and change-set between folders Optional: sort the merge operations by how many duplicates they can elliminate I know how to use hashes to find duplicate files in roughly O(n) space, but I'm at a loss for how to go from this to finding partially overlapping sets between folders and their children. EDIT: some clarification The tricky part is the difference between "exact same" contents (otherwise hashing file hashes would work) and "similar" (which will not). Basically, I want to feed this algorithm at a set of directories and have it return a set of 2-way merge operations I can perform in order to reduce duplicates as much as possible with as few conflicts possible. It's effectively constructing an ancestry tree showing which folders are derived from each other. The end goal is to let me incorporate a bunch of different folders into one common tree. For example, I may have a folder holding programming projects, and then copy some of its contents to another computer to work on it. Then I might back up and intermediate version to flash drive. Except I may have 8 or 10 different versions, with slightly different organizational structures or folder names. I need to be able to merge them one step at a time, so I can chose how to incorporate changes at each step of the way. This is actually more or less what I intend to do with my utility (bring together a bunch of scattered backups from different points in time). I figure if I can do it right I may as well release it as a small open source util. I think the same tricks might be useful for comparing XML trees though.

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  • Best Way to Include Debug Code?

    - by stormin986
    I am programming Android applications, and the best way here may or may not be the same as Java in general. I simply want to be able to set a debug flag that will only execute certain portions of code when it's set to true––equiv to C++ setting a preprocessor #define DEBUG and using #ifdef DEBUG. Is there an accepted or best way to accomplish this in Java? Right now I'm just going to set a variable in my Application object, but I don't imagine this is the best way.

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  • Custom installation directories

    - by Alex Farber
    Let's say I am writing installation script for the program which contains executable file and shared library. By default, this script places executable to /usr/local/bin, and shared library to /usr/local/lib. In this case my program may be executed by any user by typing its name in the command line. Suppose that user selects custom installation directory, like ~/myprogram/. Is it user's responsibility to ensure that my program may be executed, or my installation script must do this?

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