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For this statistics and applied math, at least anywhere near the level of the Berkeley course in the OP, it's by now old stuff, older than nearly all living programmers! Well from various subroutine libraries, some open source, some from, IIRC, the US National Bureau of Standards and Technology, SPSS (Statistical Package for the Social Sciences), SAS (Statistical Analysis System), R, Matlab, Mathematica, LINPACK, CART (Classification and Regression Trees, by L. Breiman and others), and more, there's a LOT of code from quite good up to highly polished. Mostly now people use such code instead of writing it. For stochastic processes, there's code, e.g., the fast Fourier transform for which there is a huge pile of code, for all the different flavors of that curious algorithm. Well, there is more code to write, but IMHO that would be for relatively advanced techniques or, say, working with terabytes of data instead of megabytes. If you want to write code for applied statistics, then maybe so indicate, have a portfolio of code, and contact the usual suspects -- US national security and medical research. I'm not optimistic. I've given my opinion -- find a good application and found a startup to monetize it. It is true that today there is a WSJ article on how technical, with algorithms for trading, Wall Street has become. The article has next to nothing on what applied math is being used but does have lots of names, maybe some you could contact. Actually, the article mentions that Goldman Sachs (GS) got hot on such applied math. Well, that was about when I wrote Fisher Black, of Black-Scholes, there at GS asking about applied math at GS, and I got back a nice letter from Black saying that he saw no such opportunities. Well, the WSJ article today claims that that time was when GS was getting hot on applied math. If you want to know about applied math on Wall Street, then try to get an opinion or overview from, say, James Simons. Again, IMHO, it's academics, US national security, medical research, maybe a few other situations, but best of all, start a business, the money making kind. |