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Great article, lots of things I've ranted about in the past, and lots of things I've never considered. An apocryphal story from a former finance professor who
by saosebastiao 9y ago
Great article, lots of things I've ranted about in the past, and lots of things I've never considered.
An apocryphal story from a former finance professor who taught me about MCMC: One of his former colleagues was working for a hedge fund in commodity futures markets, and he had developed a monte carlo model for trading in a very specific market that was working exceptionally well. Then one day it stopped working so well...returns cut by 1/2 of their original level. It wasn't a gradual decline, but rather one day it was one level and then overnight that changed. He eventually got poached by a competing hedge fund working in the same exact markets, and he found out that the reason his returns declined was because one of the mathematicians at his new company had almost perfectly reverse engineered his model by guessing his RNG seed, conveniently a number in the name of his former hedge fund.
- gfody 9y agoI once swapped out a counter-based distributed routing system where the counters were not synchronizing quickly enough between nodes, with an RNG-based one. It worked well for months until one fateful weekend when the client called in a panic, the distribution was going 100% one way causing a terrible catastrophe for them. It turned out the system was working properly but the RNG had a very long, extremely unlikely yet technically possible run of low numbers. To try and recover they had changed the weights from 20% to 80% and finally 99% to no avail, the RNG was dead set on fucking shit up that day and the day ended in disaster. moral of the story: behind every RNG Cthulhu waits, sleeping.
- munificent 9y agohttp://www.catb.org/jargon/html/R/Random-Number-God.html http://www.catb.org/jargon/html/R/Random-Number-God.html
- AceJohnny2 9y agoMore recently, in the Hearthstone online card game community: "RNJesus"
- slazaro 9y agoMore generally, this term is used in basically every game that has a big RNG component (lots of rogue-likes, for instance).
- zeveb 9y agoThis is a good example of where JadeNB's comment about it being dangerous to roll RNGs where it matters[0] applies. [0] https://news.ycombinator.com/item?id=16081264 https://news.ycombinator.com/item?id=16081264
- gfody 9y agoThat comment makes a good point but this was no home-rolled RNG. unif(0,1) simply came back less than 0.4 a few hundred times in a row, or the Random Number God demanded sacrifice and was propitiated (the client fired us and the RNG has behaved ever since).
- tzahola 9y agoYou should have used a low-discrepancy sequence with a random seed.
- FabHK 9y agoEarly versions of the Mersenne Twister were apparently susceptible to bad seeding with many zeros that it took a while to "random" itself out of.