There is a shorthand for multiple assignments:
   'A B C D'=.0.2 12 0 4
meaning
   A=.0.2
   B=.12
   C=.0 
   D=.4
then evaluate
   (A+B)*C+D
48.8

meaning 
   (A+B)*(C+D)
48.8

or
   ((A+B)*C)+D
4

if that is what you wanted.

Is this what you need?


--- Den ons 28/4/10 skrev Joe Bohart <[email protected]>:

> Fra: Joe Bohart <[email protected]>
> Emne: [Jprogramming] right way to think in J (problem Expected Volatility 
> from High Frequency Finance)
> Til: [email protected]
> Dato: onsdag 28. april 2010 13.30
> Hi All,
> 
> Been learning J for a bout a year now and very impressed -
> although it's a
> mind bend. I feel my understanding of complex problem is
> clearer however i
> have yet to actual code something interesting in J.
> 
> Here is an interesting problem that I'd like some input
> on......
> 
> I'm trying to implement an Expected Volatility equation
> 4.20 from the book
> (by the Olson group) High Frequency Finance
> in J and I'm curious if this is the correct J-way of
> solving a simplified
> subset of the problem:
> 
> ExpectedVolatility = (A + B) * C + D
> 
> so super simple problem reduction:
> data =: 1 2 3 4
> goal (non j notation): (1+2)*3 + 4
> 1st-cut: (0{data + 1{data) * 2{data + 3{data
> 2nd-cut: +/ 0 1 & { data * 2{data + 3{data
> 3rd-cut: I'm sure there is a more elegent way to do this,
> maybe using forks
> ????
> 
> I'm curious if the following is the correct way to go about
> solving problems
> in a J-way:
> The actuality data matrix would be something like:
> (datetime,px,a,b,c,d,e,f,g,h,i,j,k,l,m,n,o)
> 
> I need a verb to transform this noun
>  (datetime,px,a,b,c,d,e,f,g,h,i,j,k,l,m,n,o)
> into this (easy to digest noun)
>  (A B C D)
> where i have not defined the relation,
> then I'd need another verb to transform the easy to digest
> noun into the
> Expected Volatility noun where i have defined the relation
> above (but
> probably not in an elegant j-way).
> 
> Am i on the right path for thinking in J, thoughts,
> comments...greatly
> appreciated.
> 
> Thanks,
> Joe
> ----------------------------------------------------------------------
> For information about J forums see http://www.jsoftware.com/forums.htm
> 


----------------------------------------------------------------------
For information about J forums see http://www.jsoftware.com/forums.htm

Reply via email to