Shostakovich: Symphony no. 5, performed by Eastman Philharmonia
By stephen | October 13, 2009
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Last Friday night, I had the privilege of attending a concert at the newly opened Kodak Hall. The final piece performed was Symphony No. 5 by Shostakovich. I was strongly captivated by that piece. More so than any other piece in recent memory. The program notes provided an interesting introduction to the piece. Shostakovich worked in the early Soviet republic, under Stalin. He wrote pieces that were a bit edgy for his day, and received harsh criticism in a Pravda article.
He later wrote the 5th symphony, which was more socially acceptable. He wanted to make is music reflect optimism and happiness in the Soviet Union, but later in life described the tone of the piece as “The rejoicing is forced, created under threat…It’s as if someone were beating you with a stick and saying ‘Your business is rejoicing, your business is rejoicing,’ and you rise, shaky, and go marching off, muttering, ‘our business is rejoicing, our business is rejoicing’.” Having read this, I listened intently to the piece.
Rochester is a small town, and I am glad I have access to concerts at the Eastman School for a source of solace in music.
Topics: General, News | No Comments »
Story Time!
By stephen | September 19, 2009
Greetings, earthlings. I try to go running several times a week. I just acquired an iPod touch, and while running I listen to podcasts. I have been thoroughly enjoying EscapePod, a pod cast of short science fiction. Last night / early this morning, I listened to Mr. Penumbra’s Twenty-Four-Hour Book Store. That was the most fascinating story I have heard in a long time. The story originally appeared on Robin Sloan’s blog. I won’t give away the story, but here are some quotes early in the story that grabbed my attention
I’d souped it up so it could show you not just where the books were located, but which were sold, and to whom. They lit up like little lamps in the blocky 3D shelves. They’re color-coded, so the books purchased by Mr. Tyndall lit up blue, Mr. Raleigh’s were green, Fedorov was yellow, Imbert orange, and so on.
But now the shelves were disappearing when I rotated them too far. So I was sitting there, trying to figure out why, when a voice piped up from over my shoulder:
“Are you into data visualization?”
….
But Kat (her name was Kat) thought it was cute, and she was, in fact, a genius. She tracked down the bug and fixed it in the time it took me to drain my mug. And then, tap-tap, she made the shelves render more realistically, with a cool sort of wood-grain texture.
Then she said, “Have you thought about doing a time-series visualization?”
This sounded like a nerd’s way of asking another nerd out on a date, so I said I hadn’t, but that I was super interested. We made plans to meet at Supply and Demand the next day.
If you don’t know why this would interest me, you don’t know me. I loved the story because it is set in the immediate present, and incorporates many aspects of our day into the story, but in a non-obnoxious manner.
I highly suggest you give it a listen. It has reminded me of my own short story I want to write….
Topics: General | 1 Comment »
Saturday morning links
By stephen | September 19, 2009
I decided to be like my Dad and post some links. I post more if you follow my Google feed. Several of the posts today are from Infrastructurist, which is a blog I quite enjoy.
- Here’s how we should build out a high speed rail network - good post
- The Status of the P vs NP problem
- Ghost Armada of Idle Freighters - Reflexive of the status of our economy. Is this some kind of anecdotal indicator
- A Look Inside Fed’s balance sheet
Enjoy.
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this story sounds familiar
By stephen | September 17, 2009
From NYT a few days ago, Off With Its Top! City Cuts Tower to Size.
Says the article:
Still, the notion of treating the Midtown skyline as a museum piece is more disturbing. The desire of each new generation of architects and builders to leave its mark on the city, to contribute its own forms, is essential to making New York what it is. The soaring height and slender silhouette of Mr. Nouvel’s tower not only captured the spirit of Midtown — the energy and hubris that transformed this island into a monument to American cosmopolitanism — it also brought that spirit forcefully into the present.
I wholeheartedly agree with this paragraph. I love Manhattan for many reasons, including the beauty and functionality that arises from a chaos of people, cultures, beliefs, with everyone finding their niche.
This story sounds quite familiar…
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“United Breaks Guitars”, empowering the consumer, reducing information asymmetry
By stephen | August 19, 2009
I have been thinking about the power of reviews lately, specifically the power of internet based reviews and their importance in purchasing power. The contracts that I enter, over the internet, are almost entirely based on my trust in peer review. I was discussing this with my friend Rich, and he concurred. I won’t buy a book if it has several bad reviews. A recent example of this is my search for a guide book to hiking the Adirondacks (hooray for Labor day). One potential option was 50 Hikes in the Adirondacks, and another was Adirondack Trails: High Peaks Region. Initially, the 50 hikes book looked appealing, but 2 bad reviews gave me second thoughts. Both reviews stated that the instructions on how to actually get to the trailhead were quite vague. I don’t want to have trouble finding a trail head. So, I probably won’t risk getting the book. And it does not seem like the author has addressed the criticism (for example, by providing exact GPS Lat./Long. data, which seems like a reasonable request in 2009). I have not bought the other book either, but it is still an option. Contrast this to 15 years ago, where I would not have known this about the book without spending the time (and, therefore spending money) to find a copy of the book and read a fair bit of it before coming to the same conclusion. The internet has made me a more effective consumer.
Other great examples of consumer feedback are
- United Breaks Guitars - Guitarist David Carroll pledged to make 3 videos about United Airlines after they broke his guitar and refused to pay back. The songs, which are hilarious, have millions of views. I know what song I will be humming as I book my next flight
Video 2Video 1
- RocWiki - Allows people to rate local businesses. One business had a long series of bad reviews. I will not be going there.
- NewEgg - On NewEgg, an electronics seller, OEM’s (original equipment manufacturers) seem quite interested in the reviews given to their products. NewEgg allows manufacturers to respond to bad feedback, and many do. See examples from Asus and EVGA. In both cases, the OEM’s stated that they are willing to help resolve the technical issues that merited the bad review.
- Ebay - who would buy something from someone with less than 95% positive? I would not.
Topics: General, Theory | No Comments »
some R to print a matrix in LaTeX
By stephen | July 9, 2009
Sometimes, it may be handy to print an R matrix as a LaTeX matrix. Sweave has code to print an R data structure as a table, but not as a nicely formatted LaTeX matrix. A little bit of coding yielded a function printLatexMatrix (download print LaTeX matrix). I gave the option to download the function, rather than paste it in the blog post, because there are some escape sequences that need to be exactly right and I down want wordpress to mangle them. If you look in the file, you can see a sequence that has “\\\\\\\\”. Yes, eight backslashes. This ends up as 2 backslashes in your .tex file, which is what you want. This is designed to be run as R -> Sweave -> LaTeX. Each layer essentially removes a few “\” characters. As it says on p.46 Patrick Burns’ R inferno, in R, backlashes grow in powers of two.
Thus, you can pass this function a matrix and it will make a nicely printed LaTeX matrix. Perhaps someone finds this useful.
Topics: Economists' Toolbox | 1 Comment »
U of R and I
By stephen | July 8, 2009
I have been at the University of Rochester for a few days now, and I love it. The area is very nice, the folks in my program are great, and the area itself is quite nice. Being originally from Washington DC, I enjoy humid summers.
Tonight, some of the Ph.D. students, myself included, went to Hedges Restaurant to celebrate the end of one academic year and to meet one another. They are right on the shores of Lake Ontario, and it after dinner we walked out on the peer, took some photos (pictures forthcoming), and watched the sun set on the lake. And now, after the blog post, I have some studying to do.
Yesterday and today, I have also been working on a little perl/MySQL solution to catalog my thoughts on various books/papers that I have read. Essentially, the tool keeps a database of articles/books/other resources that I use, tagged by keywords. Each article is linked to a chunk of LaTeX (actually, it will be Sweave code, which is LaTeX with embedded R) that I would write, which contains my thoughts on the subject. Using LaTeX/R, I can write equations and have implementations in R embedded in the document.
The usage will be as follows
- I come accross a paper about….microstructure and exchange rates. Thus, I tag it with both microstructure and exchange_rates
- After reading the article, gaining some useful insights, I would tell the program to edit thoughts on that article. The program automatically fires up my favorite text editor, handing it the correct file, where I can edit my thoughts, complete with LaTeX equations and embedded R code.
- Later, when preparing to write a paper or think about the bigger picture of my thoughts, I would want to review all of my notes on a topic. Sticking with microstructure and exchange_rates, I could tell my program to generate a report of all of my thoughts on those subjects. It would then query the DB for all articles, books, etc. that are tagged with those keywords, and compile into one document, render it, and hand me back a PDF. The pdf would be organized as Paper 1
Thoughts on paper 1.
Paper 2
Thoughts on paper 2….etc.
I would say I have about 6 hours left on this application, and then I will release it on the blog. Look forward to this by tomorrow evening.
Topics: General | No Comments »
Father’s Day Post 2009
By stephen | June 21, 2009
This blog post continues the tradition of doing my Father’s day tribute to my dad in blog post format. Happy Father’s Day Dad! You are the best!
I have learned so many things from my dad. He is a great example of someone who is enthusiastic about his job, but does not let it get in the way of his family responsibilities, which can be great with his house full of teenage daughters. He has several interesting projects going on at the moment, but still managed to attend all of the graduation events for both myself and my graduating younger sister. We even got to change the brakes on my car on Friday, and it was fun spending a few hours in the garage together. I am somewhat glad that my family’s garage has always been messy enough to necessitate some time on a Saturday cleaning it and therefore spending time together.
It is fun to stay involved with my dad not only on a personal level but on a professional one as well. Amazon’s web services have been crucial to some of the research I have done, and AWS will continue to provide important tools for my current and future research. I enjoy seeing my dad have success in his field and be at the forefront of important new technologies in the cloud computing arena. I think that many of my most valued character traits were developed and nurtured by the example set by my dad. My dad, brother, and I share a fantastic father-son bond.
Father and sons
Happy Father’s Day Dad! All the best! Love, Stephen.
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quick R + Sweave + xtable + summary code chunk
By stephen | June 15, 2009
I use Sweave, LaTeX, and R to make documents. It is nice to make a quick table of summary statistics. However, the default table made by a summary of a data frame is really ugly. If you are just summarizing numerical (rather than categorical variables) within a dataframe, this helper function will be nice for you. Yes, I know it is ugly. It is a quick hack, which I will fix up later when I am not busy. But, in the future I can see building up a library of nice table generating functions for use with xtable.
######## MY GENERIC UTILITY FUNCTION#######
nicePanelSummary <- function(df, cols) {
# the default summary method on a panel is ugly
# this should look nicer
# Start by recreating the default summary block
s <- summary(df[,cols])
s.mat <- as.matrix(s)
s.num <- lapply(s.mat, function(x) gsub(".*:", "", x))
s.num <- lapply(s.num, as.numeric)
s.num <- matrix(s.num, nrow = 6, ncol=length(cols))
rownames(s.num) <- c("Min.", "1st Qu.", "Median", "Mean", "3rd Qu.", "Max")
colnames(s.num) <- cols
# Add the standard deviation
sds <- t(as.matrix(lapply(df[,cols],sd)))
rownames(sds) <- "St. Dev"
s.num <- rbind(s.num,sds)
return(s.num)
}
Compare the following output.
Hope this helps someone.
Topics: Uncategorized | 1 Comment »
post-finals update
By stephen | June 10, 2009
School:
Finals are done! Just 1 paper (my honors thesis) is left, and then I am completely done with the UW up to this point. This quarter has been fantastic. I took Econ 426 - Advanced Financial Derivatives, and it was very interesting. We studied about a handful of different types of derivatives, many of which have been getting a bad repuation recently. Futures, Forwards, Options, Credit Default Swaps, Mortgage Backed Securities, etc. It was quite a bit of fun. There was certainly some philsophical discussion in the class, namely who was to blame for the crisis?
Is there a moral hazard involved when a company originates loans only to rapidly sell them off, where the loans are put into mortgage backed securities? Or, is it completely the fault of the mortgage holder who entered into obligations that they did not understand and could not meet? Through tranching, it is possible to take a bunch of bad mortages, and as Professor Davis said, something AAA comes out the other end.
The class went well. I also had Econ 422 with Professor Eric Zivot, which was fun (and technically a pre-req to 426 but who’s checking?) and not too difficult. And, Spanish 103, which allows me to graduate.
Life
My PhD program at the University of Rochester begins July 6th. I’ll be doing quite a bit of driving between now and then. About 4K miles worth. I haven’t quite decided on a route yet, but here are a few options that I have.
1: Google Maps suggested route. Mostly through North Dakota, around through Chicago, then to Rochester
2: Through South Dakota, Michigan, stop in London, Ontario, then Rochester.
3: Head North, going just south of Lake Superior, down to Manitoulin island, ferry between Lake Huron and Georgian Bay, then a night in Toronto, then a short 3-4 hours to Rochester the next day.
As 3 seems the most exciting, I think I will give that a try. Any thoughts? All of them are about 2700 mi. in length. Then, once I’m established in Rochester, I will go down to DC for the 4th, and be back for classes on the 6th. This will be great. I am excited to start this program.
Blog
I fixed the blog so that comment spam should no longer be an issue, and I deleted all bad comments. I installed a captcha, so I know that that is annoying, but better than manually wading through thousands of comment spams. Please comment. I have also been on twitter lately, following the #rstats hashtag, about the R statistical language, and a few other interesting feeds. I don’t really follow too many of my friends on twitter, but I think that it is extremely useful to follow subjects, because you can get a feel for what people in general are thinking about concerning a specific topic.
Books
I recently read Phantoms in the Brain, by Ramachandran. It was really cool, and explained theories on how certain parts of the brain work, and which parts are responsible for which functions. In theory, there are parts of the brain which are responsible for very specific functions, such as adding, or differentiating between reflections and images. After strokes, these parts of the brain can be damaged, and people who are otherwise normal can be missing a very important function relating to thought or cognition. After reading the first few chapters, I wrote typed up some ideas. It is quite interesting. I have ordered On Intelligence, by Jeff Hawkins. I am looking forward to reading it.
Topics: General | 1 Comment »
