My name is Mason Porter. I am a Professor in the Department of Mathematics at UCLA. Previously I was Professor of Nonlinear and Complex Systems in the Mathematical Institute at University of Oxford. I was also a Tutorial Fellow of Somerville College.
Saturday, July 30, 2016
Religion and Backwards Compatibility
Yup, backwards compatibility is definitely an issue. (Make sure to read the scroll-over text as well.)
Monday, July 25, 2016
Alas, Poor 'E.G.'! I Knew it, 'I.E.'
In the interest of accessibility, UK government websites are now going to remove Latin abbreviations such as 'e.g.', 'i.e.', and 'etc.' from its websites. Good!
Alas, poor 'e.g.'! I knew it, 'i.e.': a construction of infinite jest, of most excellent fancy: it hath
borne me on its back a thousand times; and now, how abhorred in my imagination it is!
Oh, wait: et tu, 'i.e.'?
(And now that I am looking this up, is a double colon like the above really legal? That seems extremely odd to me; and it also makes me want to construct a sentence with infinitely nested colons.)
Alas, poor 'e.g.'! I knew it, 'i.e.': a construction of infinite jest, of most excellent fancy: it hath
borne me on its back a thousand times; and now, how abhorred in my imagination it is!
Oh, wait: et tu, 'i.e.'?
(And now that I am looking this up, is a double colon like the above really legal? That seems extremely odd to me; and it also makes me want to construct a sentence with infinitely nested colons.)
Politics: Sesame Street Monster Edition
Yup, this is pretty much how it works. (Though, to be fair, this picture suggests a higher intellectual level than in the real thing.)
(Tip of the cap to Maria Satterwhite.)
(Tip of the cap to Maria Satterwhite.)
Sunday, July 24, 2016
Minimizing Windows to See a Desktop.
A sign that I am very tired: I didn't remember if my hotel room has a phone on the desk with my computer and I wanted to check if I can reach over and use that when the expected call comes, so in order to check to see what's behind my field of view (my laptop screen), I tried minimizing my browser window.
Augmented reality for the win? I did see one of my desktops as a result...
Augmented reality for the win? I did see one of my desktops as a result...
Britain's First Fast-Walking Lane Opens in Liverpool
Great Britain's first fast-walking lane has opened in Liverpool. I approve! (And I would totally take advantage of this.)
(Tip of the cap to Guillermo Valle Pérez.)
(Tip of the cap to Guillermo Valle Pérez.)
Long Live the Matlab Billiard Simulator!
A couple of undergrads, Caitlin Keady and Sam King (who were in an REU and worked with my fellow former Georgia Tech postdoc Mark Demers for a summer project at Fairfield University), decided to update our old billiard simulator to be compatible with the 2016a release of Matlab. (I used it successfully on the 2016b release of Matlab.) They also added both new examples and new types of plots. You can download their version from the Matlab file exchange website.
Some people have still been using this software even though it's been 12 years since our original release—my former undergrad Steven Lansel did this in one of the first undergrad projects I supervised, and in 2006 on Kris Kazlowski updated the software—and even though things had gotten to the point that they were required to use a several-year-old version of Matlab. But now the billiard simulator is up-to-date again!
We certainly didn't think that people would still be using our software so many years later.
Some people have still been using this software even though it's been 12 years since our original release—my former undergrad Steven Lansel did this in one of the first undergrad projects I supervised, and in 2006 on Kris Kazlowski updated the software—and even though things had gotten to the point that they were required to use a several-year-old version of Matlab. But now the billiard simulator is up-to-date again!
We certainly didn't think that people would still be using our software so many years later.
Saturday, July 23, 2016
Friday, July 22, 2016
A New Hypothesis About the Physics of Knuckleballs
A new paper in New Journal of Physics proposes a new hypothesis about the physics of knuckleballs.
(Tip of the cap to Science News.)
(Tip of the cap to Science News.)
"The Long Memory of Order Flow in the Foreign Exchange Spot Market"
One of my papers just came out in final form. Here are the details.
Title: The Long Memory of Order Flow in the Foreign Exchange Spot Market
Authors: Martin D. Gould, Mason A. Porter, and Sam D. Howison
Abstract: We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perform statistically stable estimation without needing to aggregate data from different trading days. We find strong evidence of long memory, with a Hurst exponent $H \approx 0.7$, for each of the three currency pairs and on each trading day in our sample. We repeat our calculations using data that spans different trading days, and we find no significant differences in our results. We test and reject the hypothesis that the apparent long memory of order flow is an artifact caused by structural breaks, in favor of the alternative hypothesis of true long memory. We therefore conclude that the long memory of order flow in the FX spot market is a robust empirical property that persists across daily boundaries.
Title: The Long Memory of Order Flow in the Foreign Exchange Spot Market
Authors: Martin D. Gould, Mason A. Porter, and Sam D. Howison
Abstract: We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perform statistically stable estimation without needing to aggregate data from different trading days. We find strong evidence of long memory, with a Hurst exponent $H \approx 0.7$, for each of the three currency pairs and on each trading day in our sample. We repeat our calculations using data that spans different trading days, and we find no significant differences in our results. We test and reject the hypothesis that the apparent long memory of order flow is an artifact caused by structural breaks, in favor of the alternative hypothesis of true long memory. We therefore conclude that the long memory of order flow in the FX spot market is a robust empirical property that persists across daily boundaries.
Subtitles: When You Run Out of Ideas
As you can see from the picture (of one of the books in Somerville College's Senior Common Room), some people have clearly run out of ideas when it comes to book subtitles.
Maybe I should write a book called "Networks: Those Objects with Vertices and Edges"? There does appear to be some evidence that using colons in titles increases citation counts.
Maybe I should write a book called "Networks: Those Objects with Vertices and Edges"? There does appear to be some evidence that using colons in titles increases citation counts.
Summary of the Last Nine Years
Here is an executive summary of the last (almost) nine years: "American mathematician goes to Oxford. Hilarity ensues."
I moved to Oxford on 1 October 2007. I'll be moving away for my UCLA job on 21 September.
I moved to Oxford on 1 October 2007. I'll be moving away for my UCLA job on 21 September.
Thursday, July 21, 2016
What Happens in Westwood Stays in Westwood
I am off to visit LA for a few days to help set things up a bit at UCLA and to hunt for apartments (as opposed to Pokémon) in Westwood.
Tuesday, July 19, 2016
Sunday, July 17, 2016
Friday, July 15, 2016
Beijing Restaurant Displays Prices in the Form of Mathematical Expressions
A Beijing restaurant displays their prices in the form of mathematical expressions.
(Tip of the cap to Carlos Castillo Chavez.)
(Tip of the cap to Carlos Castillo Chavez.)
Thursday, July 14, 2016
Sunday, July 10, 2016
What Happens in The Other Place Stays in The Other Place (Again)
I am once again taking a trip to The Other Place, this time for a networks workshop at the Isaac Newton Institute.
Saturday, July 09, 2016
Spectacular and Prescient Cartoon from 1906
The cartoon in this article is both spectacular and prescient.
(Tip of the cap to University of Oxford.)
(Tip of the cap to University of Oxford.)
Friday, July 08, 2016
A Very Long Mathematics Proof
The printout of a new mathematics proof has so many symbols that it would take a very long time --- 10 billion years is the estimate given in the article to which I link --- that read all of the characters.
However, it's still not as long as version 1.0 of my Ph.D. thesis. :)
(OK, that's a private joke, but some people will get it.)
(Hat tip to Mathematical_A.)
However, it's still not as long as version 1.0 of my Ph.D. thesis. :)
(OK, that's a private joke, but some people will get it.)
(Hat tip to Mathematical_A.)
Somerville Mathematics Undergraduate Brigitte Stenhouse Wins Dissertation Prize!
Somerville mathematics undergraduate student Brigitte Stenhouse (who just graduated this year) won a Gibbs dissertation prize for her thesis on Mary Somerville! This is a best-thesis prize for Oxford's 4th-year mathematics and statistics (and sometimes computer science) students.
Today Somerville College posted a press release about Brigitte's prize along with a short interview of Brigitte, who plans to get a Ph.D. in the history of mathematics but is first working for a year in Somerville's development office. Here is my favorite quote of Brigitte's from the interview: It made me question why we value the mathematics we do, why we learn the mathematics we do in school and university, and why it is all named after Cauchy.
Today Somerville College posted a press release about Brigitte's prize along with a short interview of Brigitte, who plans to get a Ph.D. in the history of mathematics but is first working for a year in Somerville's development office. Here is my favorite quote of Brigitte's from the interview: It made me question why we value the mathematics we do, why we learn the mathematics we do in school and university, and why it is all named after Cauchy.
Thursday, July 07, 2016
Wednesday, July 06, 2016
A Hungry Random Walker
And now we have a hungry random walker model for chemotaxis, with some motivation from the game Pac-Man. Recall that I recently posted an entry about microorganism Pac-Man.
Tuesday, July 05, 2016
The Random Walker then Heads Towards the Hills
Here is a sign that you know you're tired: You are looking at a description of a random-walk model, and it looks like the text says "the walker then heads towards the hills". (It actually says "tills" rather than hills, as we're modeling shopper trajectories.)
But this gave me a wonderful mental picture of an exhausted random walker leaving a network in disgust and heading off towards the hills. My picture also has a sunset in it.
But this gave me a wonderful mental picture of an exhausted random walker leaving a network in disgust and heading off towards the hills. My picture also has a sunset in it.