cat /proc/claus

While my official graduation estimate is October 2010 (15 months from now), I have been recently informed that I actually have to finish the most important parts of my thesis by January (7 months from now). This news fell on me like a sack of bricks, with the newfound realization that I have to seriously step up my research efforts (I can only hope this also means that I get a more relaxed pace after January).

This is as great a time as ever to get stumped in my research. I just reached a snag that I have been trying to think my way out of the whole week, without much success. Here is the story:

So far, I have developed a novel computational method to the “Portfolio Optimization Problem”, which is financial problem, and also a specific subclass of the Parameter Optimization Problem. Now, my method has achieved results which are much better than anything currently out there, and I managed to produce quite a few good publications from these experiments. But that can only go so far.

The next step would either be to focus myself more on the Portfolio Optimization Problem, or to try and generalize my method to a broader category of Parameter Optimization Problems. The first, while a worthwhile area of research, is not exactly what I find myself doing for the rest of my life - the financial market does not attract that much of my interest. If I were to follow this, I would have to study economy to a degree I don’t really think I’m willing to put up with.

The second option is more the kind of thing that I want: Theoretical research. If I can modify my algorithm to solve a wider variety of problems efficiently, I can maybe learn something about the nature of this category of problems, or of algorithms like mine, and talk about that. This kind of general, theoretic research which makes my brain jog and exercise is what I really like to think of myself as doing. So I’m trying to follow the second path.

Problem is, it seems that my method has its good results because it is REALLY fine tuned to the specific characteristics of the Portfolio Optimization Problem. I’m trying as hard as I can to generalize the algorithms to problems that don’t share some/all of those characteristics/restrictions, and although I had a few good ideas, all methods I have come up with so far have been too complicated and inelegant. Normally, I could just try to scrape this method completely and try anew, but the fact that I have only 7 months to prepare and write my thesis, and that I already have 21 months of work in my previous method that I should be using on it makes this alternative not very attractive.

So either I come up with some great idea in the next two weeks or so, or I’ll gave to go down the first path, at least for my phd, and hope I can turn around in time to do some work I like in my post-doc/profession.

At times like this I would like to still have my old professors, LM and Wainer, with whom I could sit a whole hour, bouncing ideas back and forth. Well, I have a lab meeting next Tuesday, where I am suppose to present my research progress… That will have to do. Hopefully I can come up with enough silly ideas until them so that I’ll be able to spark a brainstorm session during the meeting.

(I know I have been deliberately vague with the details of my work - this is what you have when you’re in the academic world with a paper down the pipeline. Mail me if you are interested in details.)

Searchs on google for typesetting pseudocode in latex usually refer you to the algorithm/algorithmic package. So it seems that it is the most recent/popular/complete package.

Yet somehow it is not included at all in any package in ubuntu, and it was reasonably difficult (read, it took me 5 or 6 google searches and around 20 minutes) to find the repository for the package online to download it.

So let’s change the meta. Here is the link.

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On other news, I’m looking for people with Mario Kart Wii to exchange friendcodes, to play online and mainly compare scores for their monthly challenges.

(I’ll postpone the Takao-san post a bit more, bear with me)

Last friday, I went with some people of my laboratory to visit a investment company. My current work is a optimization algorithm based on Memetic Algorithms applied to the Portfolio Optimization problem. When compared to other Evolutionary Computation-based approaches, it has a number of advantages (mail me if you are interested in the details).

However, talking to some people in the industry, the application side of my project seems based on a really old and outdated market model - not only mine, but most computer people doing portfolio optimization use the same market model as I do - the classical case of computer people not keeping in touch with the researchers of the field they are applying their algorithms to.

That should not be a big problem - just implement the new model, the optimization algorithm would work all the same, right? The problem is - according to this guy in the industry - they are pretty happy to use linear optimization methods to solve the new model. The new model is supposedly more complex than the old model I used. So either the old model was also solvable by linear models - something that most works before mine said was not possible - or the industry people haven’t been doing their mathematical homework correctly.

So, my current task is to prove that the new model either is not really solvable by linear methods (by examining its solution space, etc), or if I do find out that it is, then I have to shift the focus of my work to something else, like robot control methods or game playing - something that I wanted to do eventually for my thesis, but not just now.

Busy days loom ahead. :-/

Today I began studying for the LPI examination with Marilia. For those of you who won’t click the link, LPI is a proficience examination for Linux administration and use. It would be my first “shikaku”, and I figure out that if I ever get kicked out of Academia, this can be handy. Also, it will be a chance for me to brush up my BOFH skills.

Other than that, I (should be) am studying Memetic Algorithms, and their applications to Portfolio Optimization. I have published a paper about how using MA is more interesting for Real Valued Resource Allocation problems (like portfolio Optimization), than using general GA’s - but so far my research has been composed of “been there, done that”, and now I have to do the inglorious job of analysing the effects of all parameters and alternatives to the algorithm - something which is scientifically important, but, I fear, not very publishable. I may get some more publication drops out of that if I dip into the “constraint handling” field - but to do that I need to start again my experiments, which are hopelessly rusty and webby.

Other than that, I’m writing a report for the funding agency of our laboratory (a 2 page report to be inserted in the middle of a larger report my professor will submit - but the use of a stupid word template makes things look worse than they really are), and am reviewing a book my professor is writing - two somewhat unrewarding jobs.

Finally, on the “undergrad students bugging me” front, I am now heading the TA division of the Robocup classes this year - won’t be able to hide under the umbrella of more experienced students anymore, I’m afraid.

That’s about what I am doing academically. If I’m going to bitch about something, is that I’m doing a lot of non-research relevant stuff, and postponing my research itself because of this - but hey, aren’t all grad students like that?

In the recent months, I have received many e-mails from a “The Science Advisory Board”, asking me to participate in their surveys. Supposedly, they are a group of researchers that do research related surveys with academics they find in the web.

Of course, because of their e-mail style, the randomness of it, and their offer of “amazon gift certificates”, I always considered they were just one more kind of spammers, and promptly dumped most of their messages.

But after getting a lot of messages from these guys recently, I decided to do some searching. In fact, this SAB actually has a webpage, with an active forum in it — something I would not expect from a spammer. Also, it doesn’t seem very smart for a spammer to target only academics.

So maybe I’m growing soft, but I decided to take one of their tests. If they asked for any personal information, I could just feed them garbage. The first question they ask me is about some chemical experimental method I have never heard about. I answer accordingly, and to my surprise, the quiz ends there: “sorry, we didn’t know you don’t use this. Thanks anyway”.

Hmmmmm.

So, Science Advisory Board: Spammers, innocent quackery, or actually something serious? Anyone has experiences to share?