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We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper, in fact, the number of required…

Portfolio Management · Quantitative Finance 2016-12-19 Zura Kakushadze , Willie Yu

We first describe three algorithms for computing the Lyndon array that have been suggested in the literature, but for which no structured exposition has been given. Two of these algorithms execute in quadratic time in the worst case, the…

Data Structures and Algorithms · Computer Science 2016-05-31 Frantisek Franek , A. S. M. Sohidull Islam , M. Sohel Rahman , W. F. Smyth

Given a list of N numbers, the maximum can be computed in N iterations. During these N iterations, the maximum gets updated on average as many times as the Nth harmonic number. We first use this fact to approximate the Nth harmonic number…

Data Structures and Algorithms · Computer Science 2017-04-24 Ali Dasdan

We present the first linear time algorithm to construct the $2n$-bit version of the Lyndon array for a string of length $n$ using only $o(n)$ bits of working space. A simpler variant of this algorithm computes the plain ($n\lg n$-bit)…

Data Structures and Algorithms · Computer Science 2019-12-11 Philip Bille , Jonas Ellert , Johannes Fischer , Inge Li Gørtz , Florian Kurpicz , Ian Munro , Eva Rotenberg

Kernel methods provide a principled way to perform non linear, nonparametric learning. They rely on solid functional analytic foundations and enjoy optimal statistical properties. However, at least in their basic form, they have limited…

Machine Learning · Statistics 2018-02-01 Alessandro Rudi , Luigi Carratino , Lorenzo Rosasco

The Erd\H{o}s-Ginzburg-Ziv theorem states that for any sequence of $2n-1$ integers, there exists a subsequence of $n$ elements whose sum is divisible by $n$. In this article, we provide a simple, practical $O(n\log\log n)$ algorithm and a…

Combinatorics · Mathematics 2025-07-14 Yui Hin Arvin Leung

Longest Common Subsequence ($LCS$) deals with the problem of measuring similarity of two strings. While this problem has been analyzed for decades, the recent interest stems from a practical observation that considering single characters is…

Data Structures and Algorithms · Computer Science 2018-05-25 Filip Pavetić , Ivan Katanić , Gustav Matula , Goran Žužić , Mile Šikić

We present a quite curious generalization of multi-step Fibonacci numbers. For any positive rational $q$, we enumerate binary words of length $n$ whose maximal factors of the form $0^a1^b$ satisfy $a = 0$ or $aq > b$. When $q$ is an integer…

Combinatorics · Mathematics 2022-07-18 Sergey Kirgizov

This work presents a new, simple O(log^2|G|) algorithm, the Fibonacci cube algorithm, for producing random group elements in black box groups. After the initial O(log^2|G|) group operations, epsilon-uniform random elements are produced…

Probability · Mathematics 2007-05-23 Gene Cooperman

Let $P(m)$ denote the largest prime factor of an integer $m\geq 2$, and put $P(0)=P(1)=1$. For an integer $k\geq 2$, let $(F_{n}^{(k)})_{n\geq 2-k}$ be the $k-$generalized Fibonacci sequence which starts with $0,...,0,1$ ($k$ terms) and…

Number Theory · Mathematics 2012-10-16 Jhon J. Bravo , Florian Luca

Artificial spike-based computation, inspired by models of computations in the central nervous system, may present significant performance advantages over traditional methods for specific types of large scale problems. In this paper, we…

Neurons and Cognition · Quantitative Biology 2007-05-23 Wei Wang , Jean-Jacques E. Slotine

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

Permutation patterns and pattern avoidance have been intensively studied in combinatorics and computer science, going back at least to the seminal work of Knuth on stack-sorting (1968). Perhaps the most natural algorithmic question in this…

Data Structures and Algorithms · Computer Science 2019-04-17 László Kozma

We present a new O(k log n) algorithm of the Josephus problem. The time complexity of our algorithm is O(k log n), and this time complexity is on a par with the existing O(k log n) algorithm. We do not have any recursion overhead or stack…

Data Structures and Algorithms · Computer Science 2024-11-27 Hikaru Manabe , Ryohei Miyadera , Yuji Sasaki , Shoei Takahashi , Yuki Tokuni

Let $F_{n}$ and $L_n$ be the $n$th Fibonacci and Lucas number, respectively. For each positive integer $m$, the order of appearance of $m$ in the Fibonacci sequence, denoted by $z(m)$, is the smallest positive integer $k$ such that $m$…

Number Theory · Mathematics 2017-08-01 Narissara Khaochim , Prapanpong Pongsriiam

Estimation of time delays from a noisy and gapped data is one of the simplest data analysis problems in astronomy by its formulation. But as history of real experiments show, the work with observed data sets can be quite complex and…

Instrumentation and Methods for Astrophysics · Physics 2011-05-31 A. Hirv , N. Olspert , J. Pelt

Fibonacci numbers and the golden ratio can be found in nearly all domains of Science, appearing when self-organization processes are at play and/or expressing minimum energy configurations. Several non-exhaustive examples are given in…

Popular Physics · Physics 2018-01-08 Vladimir Pletser

We present numerous interesting, mostly new, results involving the $n$-step Fibonacci numbers and $n$-step Lucas numbers and a generalization. Properties considered include recurrence relations, summation identities, including binomial and…

Number Theory · Mathematics 2018-08-09 Kunle Adegoke

Algebraic space-time coding allows for reliable data exchange across fading multiple-input multiple-output channels. A powerful technique for decoding space-time codes in Maximum-Likelihood (ML) decoding, but well-performing and widely-used…

Information Theory · Computer Science 2015-01-28 Amaro Barreal , Camilla Hollanti , David Karpuk

The golden code is a full-rate full-diversity space-time code for two transmit antennas that has a maximal coding gain. Because each codeword conveys four information symbols from an M-ary quadrature-amplitude modulation alphabet, the…

Information Theory · Computer Science 2008-11-14 Mohanned O. Sinnokrot , John R. Barry