Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

You should have tried wall street. At this point they are the real supporters of mathematicians. We had optimization problems everywhere and had physics PhDs reinventing mathematical algorithms and keeping things “proprietary”. Right now i work in a startup that essentially writes optimization routines for portfolio problems.

I will blame your phd advisor.



Wall Street?

I was in NY and close enough to NYC. I'd just published a paper in anomaly detection in complex systems, gave a talk at the main NASDAQ server farm, and later at Morgan Stanley. No real interest.

Sent a copy of my anomaly paper to a hedge fund, got an interview, was asked by one of their junior people "If know the correlation between A and B and that between B and C, what about A and C"? Okay, maybe: Start with the cosine of the sum of two angles???

Asked them for a reference on investing math -- did already know about the old Markowitz work, the efficient frontier, the role of quadratic optimization, about to do more with stochastic differential equations for the Black-Scholes work -- got the book they mentioned, saw that its math was all junk, and didn't follow up with the A and C contact, a mistake.

Did send a resume to Simons.

Looked into deterministic optimal control, Athens and Falb, talked with Athens, later talked with an Athens student who knew something about Simons and claimed that he hired mostly Russian mathematicians. So gave up. A mistake. I was naive.

Later, of course, Simons explained that he liked people who, say, via math but any math, had shown some ability, and I had some evidence I could have shown. My Math SAT was high enough that maybe I even beat Simons?

I was naive: Assumed that a carefully written resume was necessary and sufficient and that anything else was superfluous and unwelcome.

Nope: In practice in the real world, keep trying different things. Do send reprints of published papers. E.g., when I was at Georgetown, computer center staff and teaching computer science, a prof had some teaching software as a front end to the IBM SSP (scientific subroutine package) and in testing found that two of the IBM routines were too slow and the third had poor numerical accuracy. So, I wrote plug compatible versions -- used some (n)ln(n) software and some tricky double use of memory to replace the n^2 software and used some Forsythe and Moler work to fix the accuracy problem -- seemed too simple to me, but COULD have sent Simons that work. Once did get a lecture on differential geometry from a student of A. Gleason and had a copy of some S. Chern notes -- could have studied those and sent something to Simons. How'd I know Simons knew Chern??

There is a recent remark: "Don't give up. Keep plugging".

I was naive. Knew much more about math and computing than people and personality.

Since WWII, the US military has pushed hard to have more -- students, professors, and research -- in math and science. In high school, taught myself the math, learned the physics at a glance, otherwise goofed off (had a girlfriend drop dead gorgeous), but did well on the state standardized tests, so got sent to summer math/physics enrichment programs. I swallowed the bait hook, line, and sinker. I'd recommend:

"Always look for the hidden agenda."

"Believe none of what you hear, half of what you see, still that will be twice too much."

"Who you know can be more important than what you know."

There were some opportunities to "know" some powerful people, but I was naive.

My Ph.D. advisor was a nice guy, but I got to him after the fallout of a bad civil war in the faculty and never much talked with him. For my dissertation, some applied math, and had the main idea on an airplane flight before the Ph.D. program, in the first year wrote a 50 page first draft, later cleaned up the math, used Fubini's theorem in a short proof that my math was optimal, wrote some illustrative software, typed in the paper, showed it to my advisor and the rest of the department, had a famous guy a Chair of an orals committee to review the dissertation, and graduated. My advisor and one of the faculty (connected in DC and later President at an Ivy) knew a LOT about politics, but I was naive.

For a while, my career, in computing but with some math on the side, e.g., the FFT and digital filtering of Navy sonar signals, was going well, so I got the Ph.D. in applied math just to do better in THAT career and with ZERO intentions to be a professor or do academic research. That career direction was MY idea, mine alone, ..., a BAD situation!!! I was naive.


> I was naive. Knew much more about math and computing than people and personality.

Do you think not learning math would have helped you understand people at a younger age? It sounds like you just needed time to grow socially and in practicality. For most people on this forum, that’s a challenge regardless.


About people in math and the more technical parts of computing, I've guessed that poor socialization has played a role.

But when my career was okay, it was in computing, and I did well enough in the socialization.

Can consider these and those issues, but my experience was that "applied" optimization, as in the book title in the OP here, was too near the empty set.

It isn't just me: My professors in applied math and the ones in optimization were not getting much if anything in consulting. I've been recruited and hired, but never for optimization.

Here I'm trying to do a service to the readers: Be very careful about the idea that there is significant career help via "applied" optimization.




Consider applying for YC's Summer 2026 batch! Applications are open till May 4

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: