Celebrating Labor Day

It’s labor day and what a fitting way to celebrate Labor day than to work!

First order of business today was to setup the MPI (Message Passing Interface) and demo programs in my computer. Since MPI is a shared-memory distributed computing platform, I need to set it up also in another laptop. I’m glad my friend Roli Balicas agreed to let me setup his laptop. He spent about 5 hours in our house. It does not really take a long time to setup MPI in two dual-core laptops. We just spent most of the time eating pizza from Pizza Hut and watching Jet Li movies. We were able to watch two full movies while I was also setting up MPI on the two laptops.

Roli’s laptop was running Ubuntu 7.10 and is not yet configured as a developer’s laptop so I had to install xorg developer packages in order to make the MPE of MPI compile with X enabled. After upgrading his laptop, I was able to recompile MPI and compile the Mandelbrot demo. Now the two laptops can run the demo.

After Roli left, I went back to my experiments on Model-Driven Architecture. I’m looking at AndroMDA, an MDA generator and MagicDraw as UML tool. I’m enjoying my explorations into this subject. However, MDA seems to have a bleak future. A lot of heavy-weight personalities don’t see any future on MDA. See for example this. Whatever may be the case, the fact that i’m enjoying it is already enough for me.


Published by

Bobby Corpus

Loves to Compute!

7 thoughts on “Celebrating Labor Day”

  1. did you get into that job with the German bank? If so, maganda if you’ll manage or gather their many financial data systems, which we can use for doing many computing and statistical researches, especially on time series and mathematical finance that I am now talking with my fellow research cool-leagues and cool-labor-rationists.

    It’d be nice to use real-life data sets, not fake computer simulated ones, to do model fitting, estimation, optimization (estimation is basically statistical optimization), for heuristic applications, etc…. WE can benefit by trying to publish our results, as well as the company which can provide good data sets for our possible future researches. We’ll be like their research consultants that they can harness to improve on the quality of their systems’ performances!!!

  2. yeow boobby,

    Off ang comments sa ibang topics mo, like in optimization!!!

    Anyway, we had done hybridized heuristics applied to portfolio optimization sa thesis ni Sonia Andres. And if meron kang maganda financial data sets, we can do parallelized versions of what we did, kasi Joy Cando need to publish a paper to get renewed sa math ng UP.

    If interested on this extreme computing stuff applied to portfolio optimization with parallelization of hybrid heuristics, just tell me by email or in my site at multiply. Or you can give me some kind of access or way to make a forum in your site here!!!

  3. Hi Auggie,

    I just turned on the comments for the optimization and I’m excited to hear about your comments.

    Yes I was hired already by the German bank. My start date will be on monday. I already asked them about scientific research and they say it’s ok. I just have to have ask permission about getting data.

    I’m now starting to study Investment Science. It’s a very exciting field and I can’t wait to study black-scholes equation.

    I actually have your forum ready at http://forum.moloycule.net/. You can start using it.

  4. that’s good that you got into that Teutonic bank!!
    We can use their data banks for our researches, not just in heuristics, but also in math finance!! If you have time, try to study about time series analysis, because it’s very useful in that setting. Study like the ARIMA, ARCH, SETAR, etc,,, kind of time series. Dapat, Jon Manese should also apply to your bank, kasi magaling na yong sa statistics and programming. Puede mo maging (tor)mentee!!!

  5. I looked at the ARIMA, ARCH/GARCH and these concepts are at the end of every time series discussion. In other words, advanced stuff. But i’ll get to it soon 🙂

  6. kasi foundational, classic and passe or theoretically elegant but practically useless ang ARIMA modeling. the ARCH, SETAR, etc.. are the latest modifications, fine tunings, and tweakings of the old models, like ARIMA.

    If you can get hold of the thesis of Oliver Espinosa, it dealth with ARCH/GARCH modeling of some time series, which data I forgot. Maybe, try to email him at

    “Oliver Espinosa”,
    “Laurence Oliver Espinosa” ,

    and ask him for a copy of his thesis, which I told him to make expository for readers like you can appreciate and understand even if with no previous backgrounds.

    Maybe, try also to ask Jon Manese:

    “miguel manese” ,

    if he can also give you copies of the readings he just sent me, kasi I’m basically advising him now in his thesis on SETAR. Madami kang matutunan with the papers he can share with you.
    Maybe, invite him to apply to your Teutonic Bank, and you can be like colleagues, or you can make him your own (tor)mentee, para we can do a lot of papers to work and publish, using the data of your bank. Sana, we can get more compensations from them as some kind of consultants???

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