Archive for 五月, 2011

朋輩壓力

2011/05/22

上星期五六合彩攪珠,預計頭獎一注中可獨得獲過億獎金。朋友們在網上網下熱烈討論鋸樹計劃。當中最吸引我的,是朋友們討論合資買大包圍。我身處海外,無法參與其中,但不禁想,如果朋友們中頭獎,每人分得一千萬,那就不得了,我肯定會酸溜溜。

如果有一千萬,我理應可以永遠不用為錢而工作(work for money),不用為買樓的三成首期頭痛,不用為前途煩惱,可回到校園裏當個低薪沒前途但很快樂的研究員⋯⋯簡直是想起他朝都興奮。如果幾位正苦苦努力工作的朋友,身家忽然有一千萬,他們的煩惱想必減輕,只餘下我在苦苦浮沉。

問題不在六合彩,不在於那天降的橫財,而是那種朋輩間,人人上了岸,唯獨自己在怒海中浮沉的感覺。一些中學時玩電腦認識的朋友,大學畢業自行創業,近年高價賣了盤。我得知此消息後,確羨慕了好一陣子。大學畢業時,幾個朋友在一間小型互聯網公司工作,公司老闆向我招手,說他們公司的前境是多麼光明,再補充一句「我們準備五年後上市」。聽罷,心裏不禁一動:如果真的上市,面前幾位朋友豈非有幾百萬身家?自己難免給比較下去。

問題也不在銀碼,或單單是成功與否。平時在報紙雜誌讀到成功人士的訪問,或者是傳說中某人天生異稟廿三四歲博士畢業的奇聞,抑或是港產運動員在國際比賽勇奪殊榮,都不會令我感到壓力,因為他們就像電影或小說的角色,不會出現於我的生活裏,跟我的感覺十分疏離。

然而,朋友們的成功(或上岸)故事則不然。於同一條起跑線出發,升班考公開試上大學到工作。一起走過那不堪入目卻回味無窮的青澀歲月。曾經幼稚地認為自己的能力和膽色跟他們旗鼓相當,落後時更會找藉口說那不過是一時懶惰疏忽,滿以為他朝努力自己必能遠遠超前。直至發現原來他們從沒鬆懈,今日可以上岸,正是多年努力耕耘敢做敢搏的碩果。

成功與否,不過是個相對的標準:大家同樣在苦苦努力,默默向上爬,這似乎是理所當然;但倘若他成功了自己沒有,自不然悔疚昔日的懶散,想如果當初有朋友們努力拼搏,或者今日上岸的是自己。

(刊於同日《香港經濟日報》)

廣告

港版三中三,買六合彩零風險必贏方法!!

2011/05/20

買六合彩必贏方法。

唯一假設:只有一人(或一個集團)投注,大包圍買曬四十九個冧把。

累積多寶獎金約為八十五(百萬港元,下同),大包圍成本約為一百四十,扣除鋪草皮做福社會開支後,彩池約值一百六十一。

因為大包圍,所以必中一個頭獎,六個二獎,二百五十二個三獎,如此類推,見下表。

(注:中三程度組合數學問題。中五獎之注數 = 六個中獎數字揀四個 乘 四十二個無獎數字揀兩個 = \binom{6}{4} \times \binom{49-1-6}{2} = 12915

根據假設,只有一個人買,可準確算出每獎之中獎注數,以及派彩,見下表。

可得出獎金約一百六十一,扣除成本,賺二十一。

即,零風險下,賺二千一百幾萬。

成本(注數)

(1) = 13983816 * $10

$139,838,160
累積多寶

(2)

$85,618,703
本期彩池

(3) = (1)*0.54 + (2)

$161,131,309
細獎彩池

(4)

$26,790,400
大獎彩池

(6)=(5)-(3)

$134,340,909
中獎注數 每注派彩 獎金
頭獎

1

$60,453,409

$60,453,409
二獎

6

$3,358,523

$20,151,132
三獎

252

$213,240

$53,736,228
四獎

1260

$9,600

$12,096,000
五獎

12915

$640

$8,265,600
六獎

17220

$320

$5,510,400
安慰

22960

$40

$918,400
總獎金

(7)

$161,131,169
賺蝕

(7)-(1)

$21,293,009

現問:在相同假設下,贏錢之最低累積多寶為何?

Acknowledgements

2011/05/17

This doctoral degree is to some extent an unintended consequence for someone who is impatient and earned poor grades in college. For me, the main reason for going to graduate school abroad was the genuine sibling rivalry among my high-achieving cousins Avan and Fiona, and brother Austin. I came to Brown as a master’s student four years ago, with the hope of getting a decent job in the Silicon Valley after graduation. Under Pascal’s excellent guidance, I discovered that conducting research is fun and stimulating, and that pursuing a doctoral degree is more straightforward than I had anticipated. I have been granted the luxury of focusing on a single task and have been sheltered from a lot of external pressures. These years have been the most exciting time of my life to date.

I would like wholeheartedly to thank Pascal, who encouraged me to pursue a doctoral degree and enlightened me to focus on one goal at a time (which resulted in failing a class). He has given me much freedom in conducting research, as well as vacations and particularly flexible working hours. I am also grateful for his reassuring guidance and his comments on my Facebook wall during stressful moments, and when I was feeling discouraged.

For me, research in optimization is all about competition. I got ample opportunities to compete with top-notch researchers from all over the world. I wish to thank all my competitors; they are the ones who keep me awake at night, challenge my intellectual limit, push me to work hard and make me stronger. I am also thankful to Jimmy Lee, who gave me a C+ in his constraint programming class, hired me to work in his research group for a year, and recommended me to Brown.

It is grateful to have met a lot of new friends at Brown. The optimization gang: Carleton, Serdar, Yuri, Kevin, Maire, Pierre, and Gregoire. The badminton players: Ohm, Jonah, Jim, Nell, Xu, Minh, See, Jude, Ben, Qile, Xi, Kang, and Steve. My running mates: Olya, Aparna, and Micha. The room-402 crowd: Jesse, Eric, Laura, and Anna. And of course Wenjin, Aggeliki, FengHao, and DeQing, who shared a lot of great moments with me.

I would like to thank my father and mother for their unconditional support in allowing me to achieve my goal in life. And finally, I would like to thank Daisy for being with me, especially during the difficult and stressful times.

Justin Yip @ Providence
May 2011

有效市場假設

2011/05/10

三年幾來,給老細當打手,狐假虎威地發論文,一篇又一篇,不亦樂乎。

只要掌握生產技術,發論文一點不難。只是時間問題,在一個問題花上兩三個月,總有機會磨出結果。

有時讀其他人的論文發現,別人所發表的自己早就想過。最近評審的一篇,八頁紙長的,去年年初我寫過幾乎同樣的東西,花了兩版,可是因版面問題丟了。今日竟然有人寫一樣的事,其中一個作者更是出名高傲的法國人。又有一次,我要評審的東西踩中我一範,整篇文都是極trivial的東東,但作者竟包括澳洲幫一要員。不禁覺得自己好勁。

回想剛開始做研究時,總覺發表論文遙不可及。發論文的首要條件是要夠新:沒有前人做過就好。但每當想到有趣的題目,卻沒有人做過,即有一疑惑:是不是因為太難,這方向是個死局,才沒有人做?

好比在街上執錢。看見地上有張廿蚊,應不應該執?有個理論說不應:張廿蚊大概是假的,或者電視台在偷拍,倘若是真的,一早有人執左。人們稱之為有效市場假設。

所以我從沒在街上執錢。

早前認識一位基金經理,問他對有效市場假設的見解,也就是問他對自己每天在市場上執錢的睇法。他說:這是rent,是他時間做研究的回報。閒來讀書,也是說市場是mostly efficient

說來也是。

發論文,也像是在街上執錢,要執得快執得多。花兩三個月苦思一個問題,總有可以擠出結果。

四月底投過研究院生涯的最後一篇,不禁有點落寞。

%d 位部落客按了讚: