2012 11 02

Meeting:

• Use time-boxing to guide selection (and flattening by hand) of example problems to subject to our flattening-proposal.
• Question Mainland about his thoughts on flattening in Nikola
• Meetup with Cosmin on lunch-tuesday to get input on index-space permutation (what/)why/how exactly.
• Motivating examples are key
• Sobol sequence generator might do as a benchmark
• Longstaff and Schwartz should be implemented as benchmark, Ken will send us a Python implementation

Ken: The Python implementation I talked about can be found at https://ep2012.europython.eu/conference/talks/derivatives-analytics-with-python-numpy, the LSM implementation is at slides 24--26

(Philip borrowed "Pomodoro Technique Illustrated" from Ken)