The author of this blog has turned 21 years old and can legally drink alcohol from now on! Here are some memories of her brilliant 20th year of her life, as she wanted to share a bit the joy with u as well! November 11, 2022. At my auntie’s, MinHang district, Shanghai. Stayed two weeks in my auntie’s lovely house in MingHang. She cooks excellent crabs and fried pork. It was such a beautiful tranquilent period for a cure....
Aggarwal (2019)’s WINE paper proposed a LP-based framework for modelling autobidder for value maximizers. But it does not capture value maximizing bidders with budget and ROI constraints.
This exercise is designed to be accessible yet stimulating, introducing students to the process of bounding the Price of Anarchy (POA).
Should AI-Generated Images Be Copyrightable? Yes and No.
I often encounter a recurring issue when running projects on a remote server and trying to collect data afterward. The setup in my run_script.sh usually includes a line for sending emails once the job is done. #!/bin/bash #BSUB -J StockTraderTestRun # Set the job name to StockTraderTestRun #BSUB -q gpu # Submit to the long queue #BSUB -o /nfsshare/home/tang/StockTrader/%J.out # Standard output file #BSUB -e /nfsshare/home/tang/StockTrader/%J.err # Standard error file #BSUB -N # Send email at job finish #BSUB -u ariana_tang@outlook....
In the thrilling contest of high-frequency trading, my squad is called ‘MONOPOLY’ inspired by Ariana Grande’s hit single of the same name. The song is about “friendship, freedom, protecting your energy and staying right in your bag. We’re all about that life in the lab — working hard and spilling the tea on all things academic. I spent the whole day diving into developing a DRL algorithm for our HFT contest — it’s both a blast and a bit of a time sink, considering opportunity cost....
There are peaks, there are valleys, and sometimes you’re just stuck at the bus stop a bit longer.
I knew, and was heavily influenced by a fascinating AER paper by Joel Waldfogel from 1993, aptly titled “The Deadweight Loss of Christmas.” Economists often praise holiday spending for its positive macroeconomic effects. However, gift-giving’s critical microeconomic facet lies in the recipient making different choices than the giver. Essentially, gifts risk being mismatched with recipients’ preferences, potentially causing a deadweight loss. Waldfogel’s paper, deriving data from Yale undergraduates’ surveys, estimates holiday gift-giving destroys 10% to 33% of gifts’ value....
People straddling the realms of economics and computer science have a fascinating way of thinking. I used to believe I was the sole individual who viewed my surroundings through a “math” filter. However, it appears that everyone in this field has their unique quirks. Take, for instance, one of the professors I work with. He genuinely “calculates” his academic networking social distance. Our recent discussion about a paper left him in awe of the mathematical techniques employed, and here’s the conversation:...
Regarding ADIP, a first-order method for solving LP, the following is an excerpt from Deng et al.’s arxiv page: The ADMM-based interior point method (ABIP, Lin et al. 2021) is a hybrid algorithm which effectively combines the iterior point method and the first-order method to achieve performance boost in large-scale linear programming. Different from the standard interior point method which relies on a costly Newton step, ABIP applies the alternating direction method of multipliers (ADMM) to approximately solve the barrier penalized problem....