Thursday, June 22, 2017

Refining the topic

In response to my summer study plan, my adviser indicated that my search is hopelessly broad. I don't disagree that actually mastering all those areas would be way too much, but I don't think there's any harm in giving them all a cursory glance to see if any relevant nuggets can be mined. I think the problem is that I haven't adequately narrowed the actual area of research.

I was thinking about this on my run yesterday (thinking about math during a long run in 95-degree weather probably ranks alongside being waterboarded for most people, but I rather like it). I'm going to add a couple more adjectives to my final deliverable: it's now a MPP Framework for Multi-dimensional Analysis of Seriatim Financial Data.

Those two descriptors buy me quite a lot. First and foremost, by specifically targeting financial data, I can make a strong case for assuming the data come from Stable Distributions. This, in turn, justifies all the stratification in CISS to force convergence of sample means. It also opens up some avenues for pursuing actual mathematical results since Stable Distributions are a fairly active topic in their own right.

Secondly, the assumption of time series data opens up all sorts of data reduction techniques. My adviser has been pushing me to look at this for quite some time. I haven't been intentionally dragging my feet; I just haven't gotten to it.

Monday, June 19, 2017

When opportunity knocks...

... don't answer the door in your bathrobe.

Yes, I'm back. Some craziness at work and a vacation has meant a stay from the blog, but I'll be posting regularly again. Rather than get right back to the math, a short anecdote:

A few months ago, Yaya and I attended the St. Louis Jazz Festival. She had a daytime performance and we saw the heavy hitters that night. On one of the final tunes of the evening, the featured artists invited one of the members of the UMSL Jazz Ensemble (who had been providing the accompaniment all evening) to feature with them. He killed it. Absolutely played like he belonged there. I told Yaya after the show, "This is how it works: you don't know when the break will come. But when it does, you either make it or you don't. You have to be ready, always." I don't know what that kid will go on to do, but his options are a lot broader than they were prior to that night.

Of course, I expected that this was one of those lessons that maybe she'd remember seven years from now in college. Little did I know that she would get invited up on stage at the Clearwater Festival in New York to play with the closing act Lucky Chops. Yes, really. She was working the festival as part of site crew. She was taking a break, practicing down by the river (yes, practicing is how she takes breaks) and my sister (who has been on site crew since she was Yaya's age) called to her, "The band you wanted to see is on!" She sprinted up to the main tent with her trumpet. At the end of the show, the band invited anybody with a horn up on stage to join them. Yaya didn't need to be asked twice. More to the point, she nailed it.

Concise, with a clear point, within herself, and totally in the moment.

The kid can play.

https://www.youtube.com/watch?v=mptGYFy8Bac&feature=youtu.be