Blog Directory  >  Software Blogs  >  Programming Blogs  >  Always remember, you are at most yourself; and, yo Programming Blog

Selected software projects 2005-2014

0. EMC/EMI simulator IDE, 2005
http://kkshichao.blogspot.com/2007/03/minicad-stand-alone-module-i-created-to.html

Role 
Integrator and sole contributor for miniCAD module
Technology 
core Java, SWING, Java 3D, Jarkata Commons
Duration 
1 year

The whole project is a simulation studio which allows user to create/import geometry, applying surface meshing, setting up simulation parameters and submit remote simulation task over network and monitor the simulation progress and plotting simulation results in curves with xy coordinates.
Read the full post >>

extremely useful VIM tips

Well, you can delete the searched pattern this way:
:%s///gc
And you can delete the whole line with the searched pattern this way:
:g//d
Read the full post >>

another dirty trick for windows batch file

I shared in another earlier post a dirty tick to change directory to where the batch file is located; this is useful when you want to run your batch file from any directory prompt;

C:\xxxx\yyy\anything\myscript.bat

The trick is one single line:

cd /d %0\..



However, this has some limitations.

It is more often than not when you release your batch file in a network shared directory, and your end user want to run directly from there (i.e. without copying to local disk); if the drive is not mapped to the local system, you will be caught in surprise when running the above line.


The error is "CMD does not support UNC paths as current directories";


The hack is simple -- another magic line:


pushd %~dp0

Read the full post >>

failed design


a wall socket with two receptacles, however, no enough spaces in between.


a "Function" key which will always be mistaken as CTRL.


a "smart" design which winds 2 pieces together to save space, however, very fragile


a notebook which is very hard to write on the left side


a toilet seat (think....)


even harder one (think...)


a RJ45 socket which always blocks mouse movement


a airplane passenger seat where there is no place for legs




a shirt which customer always have to cut the brand labels
Read the full post >>

usage tips for Linux

# to search for a key word in files with certain extension
find . -iname "*.cc" -exec grep -Hin "thekeyword" {} \;
# -i to ignore case
# -H will print out the file name which matches to the filter
# -n will print out the matching line number

#if you want to use some filter containing escape char, use single quote
find . -name "*.cc" -exec grep 'setData(\"Pass'  {}\;

#to count the number of occurrence of certain word/pattern in vim
:%s/pattern//gn

# to count number of files in a directory
find . -type f | wc -l
Read the full post >>

svn related

Frequently svn commands

  1. svn up
  2. svn add/delete
  3. svn update -r 1234  (this is to revert local copy to certain revision instead of head revision)
  4. svn revert --recursive .  (this is revert all local changes)
  5. svn diff* svn cleanup
  6. svn status | grep ^\? | cut -c9- | xargs -d \\n rm -r  (this will remove all unversioned files and folders from local copy)


How to properly add new files to svn repository?

  • never never copy-n-paste a existing folder in your svn checkout; by doing so, you are copying the svn meta data together with source code, and potentially screw up your local copy completely.
  • the right way is to create a new folder manually and then copy source files into it.
  • next, use 'svn add' to schedule them for checking in.
  • until then, 'svn diff' will correctly reflect all your local changes including file addition and deletion.
Read the full post >>

Design Pattern (JAVA) : Singleton Pattern -- multithreaded

"In computer programming, lazy initialization is the tactic of delaying the creation of an object, the calculation of a value, or some other expensive process until the first time it is needed." -- wiki

The general idea behind lazy initialization is to preserve memory in a resource constrained runtime environment; however, in some cases, lazy initialization puts system stability at risk due to failed initialization at runtime.

In a multi-threaded Java program, making class constructor private and check for singularity in getInstance() method is insufficient. When two threads invoke the getInstance() method simultaneously, there is still possibility of double instances being created due to interleaving.

1) using early initialization is one option to tackle the problem here. Object is created immediately when class is loaded in JVM. Thus, there is no interleaving issues. However, this could sacrifice some system performance.

2) making getInstance() method synchronized is another option; however, this is not absolutely necessary as the real problem here is that we wish to make the singularity checking portion synchronized only. Creating a synchronized method is an overkill.

3) Since JDK 1.5, we can use the 'enum' keyword to achieve this:

public enum Singleton {

INSTANCE;

//Singleton method
public void someMethod( ) {...}
}
Accessing the enum singleton :
Singleton.INSTANCE.someMethod( );

4) Finally the so called 'double checked locking' method:

public class Singleton {

/** The unique instance **/
private volatile static Singleton instance;

/** The private constructor **/
private Singleton() {}

public static Singleton getInstance() {
if (instance == null) {
synchronized(Singleton.class) {
if (instance == null) {
instance = new Singleton();
}
}
}

return instance;
}
}
[note, the getInstance() method is static method, thus we can not use synchronized(this) statement.
Read the full post >>

Study notes 3 - Assumptions made by Black Scholes theory

The following is quoted from site http://hilltop.bradley.edu/~arr/bsm/pg04.html

The Black and Scholes Option Pricing Model didn't appear overnight, in fact, Fisher Black started out working to create a valuation model for stock warrants. This work involved calculating a derivative to measure how the discount rate of a warrant varies with time and stock price. The result of this calculation held a striking resemblance to a well-known heat transfer equation. Soon after this discovery, Myron Scholes joined Black and the result of their work is a startlingly accurate option pricing model. Black and Scholes can't take all credit for their work, in fact their model is actually an improved version of a previous model developed by A. James Boness in his Ph.D. dissertation at the University of Chicago. Black and Scholes' improvements on the Boness model come in the form of a proof that the risk-free interest rate is the correct discount factor, and with the absence of assumptions regarding investor's risk preferences.

Read the full post >>

Study notes 4 - lognormal distribution

Random variable xL that is continuously distributed in interval is said to have lognormal distribution described by probability density function fL(xL) if variable xN, that is defined as xN=lnxL, has normal distribution described by probability density function fN(xN) in interval -∞ to ∞.

Denote the mean and variance of normally distributed variable as μ and σ2 respectively, then
mean of XL will be






Read the full post >>

Study notes 2 - time value of money

This continues from my last post. I will write down some notes on Black-Scholes theory.

1. time value of money.
Basically this is about interest and it represents the 'opportunity cost'. If you choose not to invest money in options, you can receive interest with relatively low or no risk.

Bearing this in mind, it will be different to receive some amount of money today as compared to receive equal amount a year later. Assuming an annual interest of i%, the amount of $Y to be received a year later will be deemed equivalent to the amount $Y/(1+i%) received today. Over here, we have introduced the concept of 'discount factor' (1/(1+i%)) to help to define the effect of time value of the money.

In Black-Scholes theory, with a few important mathematical assumptions made, the discount factor is calculated to be exp(-rT). It is more accurately called 'continuously compound interest'. Although it looked obscured, it does ring a bell for those with engineering background, exponential decay with respect to a period of time T at a factor of r.

Forget about mathematics, let's climb on the giant's shoulders first.

2. when you deposit your money with continuously compound interest r at t0, then at time (t0+t), your money plus interest will be exp(rt).




Read the full post >>

Study notes 1 - terminology and concepts about options

I am reading the book Design.Patterns.and.Derivatives.Pricing by Mark S. Joshi. Since I am from Computer science and electronic engineering background, I have difficulty in understanding some of the financial terminologies.

I had some basic financial accounting knowledge from university general electives and some stock trading experience, so I venture to do some self studying through internet searching.

On chapter 1, a simple Monte Carlo model. A simple Monte Carlo simulation requires five parameters input, (expiry, strike, spot, vol, r, and NumberOfPaths).

The wikipedia page (http://en.wikipedia.org/wiki/Call_option) provides a very nice introduction about call options.

1. What is an option?
A call option is a contract formed between 'caller' and 'writer'. The caller predicts that the stock price (spot price) will rise beyond an agreed limit (i.e., the strike price) on a defined future date (Expiry date), thus he pays a premium to the writer to enter into a contract which entitles him(the 'caller') the right to exercise the option by purchasing the underlying stock from the writer at the strike price on this defined future date.

The caller has the right to exercise the option at his discretion, and if he chooses to do so, the writer must agree to sell the stock.

In essence, the buyer is paying for a chance to buy a stock at certain price (hopefully a discounted price), rather than to buy the real stock.

In the above explanation, stock is used just for illustrative purpose; in real world, the underlying financial instrument could be different.

2. how does an option differs from warrant?

To my understanding, from a mathematics point of view, the key difference is that warrants are dilutive, which means the company has to issue new shares when the warrants are exercised. Options is only about changing ownership of the underlying financial instruments.

3. how much does the buyer earn or lose?
=>> if spot price is higher than the strike price, and yes, that is what the buyer (caller) expected, his earnings amounts to
S=P-(Q+R)
(S) Trader A's total earnings .
(P) Sale of stock at spot price
(Q) Amount paid to purchase the stock at strike price upon exerise
(R) Contract commissions (the premium paid)

==> or, if the spot price is lower than the strike price, obviously, it does not make sense for the buyer(caller) to exercise the option (paying higher than market price to purchase the stock), thus his total loss will be equal to -R.

4. what is 'in-the-money' and payoff?
When the spot price is higher than the strike price, the option is said to be 'in-the-money', which means the option has monetary value to the buyer(caller).

The earnings for the buyer(caller) resulting from exercising the option is called 'payoff'.
When the option is 'in-the-money', the payoff is (spot price - strike price). Otherwise, the payoff is zero.

5. what is over-the-counter instrument?
This is a bit side track. Warrants are often called over-the-counter instruments, which means it is normally traded between financial institutions without exchange facilities, as opposed to exchange trading (like you trade stock in HKSE or SGX).

6. what are European call option and American call option?

A European call option allows the holder to exercise the option (i.e., to buy) only on the option expiration date. An American call option allows exercise at any time during the life of the option.

7. Call option vs put option

What we have discussed above is termed call option; in layman terms, if the contract is modified to entitle the buyer to sell the underlying stock at certain price, then the option is termed put option. Here of course the buyer is taking a 'short' position towards the underlying instrument.

Read the full post >>

Two funny types of deadlock

case 1: two mutex are used: the 1st mutex is applied, and second mutex fails, and because of the poor design, the 1st mutex is not unlocked, and this causes all other threads (including the thread which holds the 2nd mutex) to halt. Thus, the 2nd mutex is locked perpetually, and so does the 1st mutex.

case 2: two mutex are used; the order of applying the mutex matters.

   void *function1()
{
...
pthread_mutex_lock(&lock1); - Execution step 1
pthread_mutex_lock(&lock2); - Execution step 3 DEADLOCK!!!
...
...
pthread_mutex_lock(&lock2);
pthread_mutex_lock(&lock1);
...
}

void *function2()
{
...
pthread_mutex_lock(&lock2); - Execution step 2
pthread_mutex_lock(&lock1);
...
...
pthread_mutex_lock(&lock1);
pthread_mutex_lock(&lock2);
...
}

main()
{
...
pthread_create(&thread1, NULL, function1, NULL);
pthread_create(&thread2, NULL, function1, NULL);
...
}
Read the full post >>

strtok_r vs. strtok

This is to demonstrate the dirty implementation of the strtok(). Try to replace strtok_r() with strtok() and observe the effect.
===============================================================
int getNumberBeforeDecimal(char *decimalNumber)
{
char numBeforeDecimal[6]="";
char *token, *p;

strcpy(numBeforeDecimal,decimalNumber);

strtok_r(numBeforeDecimal, ".", &p);
token = strtok_r(NULL, ".", &p);

return atoi(token);
}

int main(int argc, char *argv[])
{
char s[] = "14.23:23.41", *p;

char *tok = strtok_r(s,":", &p);
while(tok!=NULL) {
int num = getNumberBeforeDecimal(tok);
tok = strtok_r(NULL, ":", &p);
printf("pre-decimal: %d\n", num);
}

return 0;
}
=========================================================

Basically, strtok() modifies your string and creates surprise sometimes; and, it is thread unsafe.

This also pops to my mind that: we should always remember to declare variables to be constant if we do not intend to modify them.

Read the full post >>

database modeling vs. database design

UML for Database Design

(http://www.ibm.com/developerworks/rational/library/302.html)

While database modeling focuses mostly on depicting the database, database
design encompasses the entire process from the creation of requirements, business
processes, logical analysis, and physical database constructs to the deployment
of the database.

to be continued...
Read the full post >>

Design Pattern (JAVA) : Singleton Pattern

Design patterns summarize proven solutions for typical object oriented programming problems and help to minimize the design effort and eliminate the common mistakes. To understand the necessity of design patterns, we can always look at the problems and begin by tackling it with alternative or brutal force methods, and learn to appreciate the beauty and implications of design patterns.

In many cases, we wish to maintain a single instance of certain class at run time, e.g., we may wish to keep one single connection to a specific database, or we wish to a have a single sequential number generator to avoid duplication.

We can approach the problem in a few ways, and let's analyze them one by one:
a) We can create a 'global' instance of the class, and let all clients use this instance for activities associated with the class. This is fine provided that every client knows about such arrangement and follow it rigidly and diligently. In other words, we are delegating part of the class design responsibility to the 'customers' of the class. This is a sub-optimal solution.

b) We can monitor and control the class instantiation inside the class definition; we could create a static class member which might be boolean or int, and let the class constructor check it before class creation; no class will be created if the check fails. Yes, this sounds logical and feasible. The next thing we need to consider is: what to do if the check fails? How does the client know about the class instantiation failure? Remember that constructor method does NOT return anything as normal method does. A simple solution would be to let the constructor method throw out an exception, and let the client check and handle the exceptions.

Okay, this looks better, but still a little bit troublesome, right?

c) Using static methods.
class PrintSpooler
{
static String str;
//a static class implementation of Singleton pattern
static public void set(String s)
{
str = s;
}

static public void print()
{
System.out.println(str);
}
}
//==============================
public class staticPrint
{
public static void main(String argv[])
{
PrintSpooler ps = new PrintSpooler();
ps.set("orginal?");

PrintSpooler ps2 = new PrintSpooler();
ps2.set("different?");
ps.print();
}
}

d) How about we make the constructor private, and force user to create an instance of the class using another normal member method? Yes, that is the deal.

class iSpooler
{

static boolean instance_flag = false; //true if 1 instance

private iSpooler() { }

//static Instance method returns one instance or null
static public iSpooler Instance()
{
if (! instance_flag)
{
instance_flag = true;
return new iSpooler(); //only callable from within
}
else
return null; //return no further instances
}

public void finalize()
{
instance_flag = false;
}
}

Read the full post >>

Design Pattern (JAVA) : Singleton Pattern (2)

Singleton with lazy initialization implementation:

final class Singleton {
private static Singleton s;
private static int i;
private Singleton(int x) { i = x; }
public static Singleton getReference() {
s = new Singleton(47);
return s;
}
public int getValue() { return i; }
public void setValue(int x) { i = x; }
}

without lazy initialization:

final class Singleton {
private static Singleton s = new Singleton(47);
private int i;
private Singleton(int x) { i = x; }
public static Singleton getReference() {
Read the full post >>

GUI design engineering

Many people view GUI(HMI) design as the cosmetic aspect of the underlying engineering products or problems; other people view this a serious engineering topic as part of the products/problems.

In a highly competitive business world where quality and customer satisfaction is ultimately emphasized, software is more appropriately addressed as service rather than product. Thus, software usability depends on both the 'quality' in a traditional sense, but also customer experience. However, very often than not, we are seeing people/company creating/upgrading products which prevent people from using it or loving it (you hate it, yet, you may still have to use it, :( ).

As a very intensive sofware user, observer, I wish to compile a check list as warning for all GUI engineers, including myself.

1) do not use out-dated technologies for the sake of compatibility; be a hero, lead the revolution! we should avoid creating software which we know will only survive a few months.

2) do not count on users to read and comprehand your thick mauals! let your software speak for itself. Use their language and sign, follow their thinking, and mimic their habits.

3) do not let user repetitively input information. And, you know what I am talking about. That is NOT called validation or security measure, it is called 'amnesia'. Always remember what the user has told you until they have logged out or timed out.

4) be intelligent. Try to make use of known information on the fly, and avoid asking stupid questions. (we do not ask NRIC number from a foreigner.)

5) always leave your user a choice. Customer is god! your god should be able to do whatever whenever they want. They should be able to quit, delete, save, roll back, un-subscribe, un-focus, etc anytime on any page.

6) allow user to copy n paste, including pictures and objects.

7) consider i18n, if you can not support it, at least do not let it ruin the running instance of your program. (There are many such cases in the web: when you switch the input method, the page hangs or browser suicides.)

8) consider error handling. that is one of the basics in software engineering. Testing cases are part of error handling design.)

9) do not display useless information. Exception stacks are only useful to programmers, do not let them run out of the curtain, and that just adds to the frustration over the awkward accident. if it is going to die inevitably, let it die silently and rest in peace.

*) last but not least, never assume your software is perfect. the most we can achieve is 99.9, and 100 is hallucination. Consider debugging and error logging devices seriously ever since the design stage. Software which does not allow debugging and error logging can hardly achieve a passing grade.

Read the full post >>

High dimensional gene expression data dimension reduction

Shi Chao, Chen Lihui, in Proceedings of IEEE Conference on Cybernetics and Intelligent Systems (CIS), Dec 2004. download!

Abstract

Gene expression data analysis is a new approach in cancer diagnosis. Feature selection is an important preprocessing step in gene expression data clustering. In this paper, we demonstrate the effectiveness of feature grouping approach in feature dimension reduction. In our proposed framework, large number of features is grouped to form several feature subsets. By criteria of clustering accuracy, one feature subset is chosen as the candidate subset for further processing by PCA or entropy ranking, and the final feature subset are formed by selecting the features from top ranked ones. Advantage of the framework is that it considers both subset and individual feature's discrimination power, also it requires little information about the class label. A prototype of the proposed framework has been implemented and tested on the leukemia data set. The results have given positive support to the framework.
Read the full post >>

Feature dimension reduction for microarray data analysis using Locally Linear Embedding

Shi Chao, Chen Lihui, in Proceedings of the 3rd Asia-Pacific Bioinformatics Conference, Advances in Bioinformatics and Computational Biology, vol. 1, 2005. download!

Abstract
Cancer classification is one major application of microarray data analysis. Due to the ultra high dimensionality nature of microarray data, data dimension reduction has drawn special attention for such type of data analysis. The currently available data dimension reduction methods are either supervised, where data need to be labeled, or computational complex. In this paper, we proposed to use a revised locally linear embedding(LLE) method, which is purely unsupervised and fast as the feature extraction strategy for microarray data analysis. Three public available microarray datasets have been used to test the proposed method. The effectiveness of LLE is evaluated by the classification accuracy of a SVM classifier. Generally, the results are promising.
Read the full post >>

Quickly Find/Open a File in Visual Studio

The following content is from site: (http://www.alteridem.net/2007/09/11/quickly-findopen-a-file-in-visual-studio/)

Here is a cool Visual Studio feature that almost nobody knows about. If you want to open up a file in your solution, but can’t be bothered to dig down through your projects and folders to find it, try this,

  1. Click in the Find box in the toolbar,
  2. Type >of followed by a space, then begin the name of the file you are looking for.
  3. An auto-complete drop down will appear as you type filtering all the files in all your projects in your solution. Continue typing until the list is short enough to fine the one you want. Select it and hit enter.
  4. The file will open in the editor.

Another useful tip is that Ctrl+D or Ctrl+/ will automatically jump to the find box, so your hands don’t even need to leave your keyboard.

Read the full post >>