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Did no-one check the maths? There's a difference between having a full test suite, and someone trying some choice values, but I'd expect both would pick up some
by aragilar 3y ago
Did no-one check the maths? There's a difference between having a full test suite, and someone trying some choice values, but I'd expect both would pick up something like that.
- adrianN 3y agoIf simple checks could find all bugs we would not have so much buggy software.
- zmgsabst 3y agoThe PhD economists on our team looked at it. Economists from other teams looked at it and signed off. There was manual testing — ie, trying some “choice values”. We discovered their error in convexity when our test suite allowed us to randomly sample the models at scale. (Actually, I had questions before that — but unsurprisingly, when it was just me questioning a PhD economist, the lowly SDE was ignored.) Good intentions aren’t enough; you need mechanisms.