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
