In Analysis, Data, Statistics on 18 November, 2013 at 11:26 pm
The primary focus as a Seismic Survey Specialist is the identification of tidal current patterns in seismic surveys and to exploit them in order to optimize sail line selection in 4D surveys. The feather data – i.e. the bearing of the seismic cables to the course made good of the vessel – collected can be analysed for hidden patterns. These patterns can help with the forecasting of tidal currents for subsequent surveys.
The following is the preliminary draft of a report I performed on the usage of statistical packages to conduct pattern analysis. Feel free to comment on any aspects of this work.
Identification of clusters in univariate data
The current report exhibits the clustering of Gaussian mixtures in univariate data using R to perform the processing. It was identified and postulated (initially by Ewan Nicolson) that certain distributed data might be produced by mixtures of Gaussian Normals when collected over a time-period. Certain normal distributions began to emerge when looking at feather data [see Figure 1].
Figure 1: Apparent gaussian distributions in the feather dataset
In GPGPU, MSc, OR on 16 March, 2013 at 5:20 pm
The poster I had submitted to NVidia, explaining the work I did during my thesis, has been added to the roster of posters to be presented at the 2013 GPU Technology Conference in San Jose, CA. Unfortunately due to time limitations to getting a visa, and the cost of flying to San Jose, I will be promoting my poster in absentia, if that makes any sense!
You can see the rest of the participants in the Finance category, as well as my poster at this URL:
Thanks again to everyone that helped me bring this work to completion. They are all mentioned in the acknowledgments section of my thesis.
In OR, Thesis on 25 January, 2013 at 10:16 am
I wanted to update this space to mention two presentations I gave of my thesis. I was thankful to be invited to the University of Manchester on the 25th of september 2012. This was also commented by Techila Technologies as well. It was a valuable experience and had the opportunity to answer some questions about the content of my results.
The second event I was invited to was the conference in Aarhus, Dennmark with the University of Aarhus for the week of February 25th 2013. I presented my thesis and attended the lectures there. Realy interesting talks by Antoon Pelsser of Maastricht University, and Peter Christoffersen of the University of Toronto.
I currently have a working paper for this thesis, and doing some extra work on it for submission to publish.
I am extremely happy with the acceptance this work has received, so I’d like to refine this work as much as I can. Watch this space for any updates. As a sidenote, I’ve also pushed an update into my github repo that can help you run the Heston model without requiring a NAG license. N.B. that this model would not have any variance reduction method without NAG’s Quasi random number generator. I’m planning to add some method, most likely antithetic variates, to address this. But you should be able to run this in Matlab now without any licenses. Enjoy!