As of the post last week, I'd been exploring a number of database technologies and had set up a simple serverless chat application via AWS Lambda (thanks to the help of Frank Kane and Brian Tajuddin's udemy.com course on the subject). At the end of the post, I briefly mentioned wanting to explore more front-end stuff (such as the HTML, CSS, and JS mentioned in this post's header) so I could move toward having more agency in creating web apps that are completely my own.
Toward that end, I threw myself into Colt Steele's Web Developer Bootcamp (also on udemy.com) and was blown away by how much value I got out of it. Not only did I get a ton of practice with HTML, CSS, and JS, but also I got a bunch of exposure to even more backend tools, conventions, and languages like Node.js, Express, Mongoose, RESTful routing, and MongoDB. I still have a ton to learn in the web development space (and probably always will!), but feel much closer to being confident in spinning up my own deployable (and hopefully functional!) apps.
I think this is as good a time as any to lay down a tangible "pivot point" in my development as a software engineer. I love taking courses and learning new stuff in a structured environment, but I think it's equally (if not more) important to be starting up my own projects and getting them deployed. Stay tuned for another post about milestones, challenges/successes, and progress during the next week. Until then, I'll share some screenshots of progress on the YelpCamp app we built as a final/cumulative/ongoing project in Colt's web dev course.
Source code from my time in the course can be found at my GitHub location (https://github.com/bradleypmartin/webdevbootcamp). Different versions of the YelpCamp project code are in there; the photos below are from the YelpCampFinal build. There's still some more functionality that Colt and his TA's have been adding over time (and that I have yet to put in the app) like fuzzy search, password reset, interaction with Google Maps API, etc.... and when I include some of those extras, they'll be included in the Final build as well.
Figure 1. Landing page for the YelpCamp website. The CSS for this landing page was pretty cool to work through, as it involved the display of a transitioning slideshow of 5 photos (one of which is shown in the screengrab here).
Figure 2. Index page for the YelpCamp website. In the top-left corner of the photo, you may be able to pick out hints of authentication/authorization functionality, which was indeed a cool part of this course. The material we covered here was a good complement to the AWS Lambda project discussed in my last post (where we were using Cognito to take care of authentication).
Figure 3. The YelpCamp comments page was an excellent exercise not only in additional functionality of the website, but also in nested application of RESTful routing (for Create/Read/Update/Delete operations on comments for each campground).
A functional, 'serverless' chat application running on AWS (courtesy of S3 and Lambda functionality)
Hey there! So, toward meeting my goal of having a functional, bare-bones web application (with a Cassandra backend) up and running by today, I explored several execution options. And, as it turns out, I didn't quite accomplish that aim. But I got to something close, and I learned a lot of cool new stuff in the process!
What I did end up doing was creating (as in the title of the post) an AWS Lambda-based chat application that runs on an Amazon DynamoDB NoSQL database (rather than Cassandra) backend, thanks in large part to a great udemy.com tutorial by Brian Tajuddin and Frank Kane. In addition to the whole, hip concept of 'serverless' deployment (and DynamoDB), I got to learn about many new AWS technologies including the API Gateway, S3's built in capacity to host web traffic, Cognito user authentication and management, and CloudFront CDN functionality.
Thanks, Frank and Brian! Some pictures of the end result (deployed application) follow.
Figure 1. The serverless chat application sign-in screen.
Figure 2. A window where you can start chats with other verified members of the chat app. I believe Frank is an enthusiastic fan of Star Trek!
Figure 3. Here I'm having a conversation between two accounts I created to show an example of the centerpiece use case (chat, of course!) of the app.
After finishing up the udemy.com Cassandra intro course described in the last blog post, I've been eager to learn more about distributed data administration. A natural next step was to proceed over to datastax.com and to commence wolfing down several of their own free (and very useful!) Cassandra tutorials.
The DataStax tutorials are building quite effectively on the udemy.com introduction material. Where before I was setting up communication between one or several virtual Ubuntu instances on my local Windows machine, the DataStax sequence has me working among AWS EC2 instances as well, which is pretty cool! Their 201- and 220-level courses had me coding through exercises on just one EC2 node, and today I started linking up 3 t2.medium nodes to tackle some of their 210 course (enterprise operations) problems. This presented me with a whole bunch of rewarding challenges back-to-back:
1) linking up S3 buckets with EC2 nodes;
2) using the S3 bucket to transfer and install a tarball distribution of DataStax Enterprise (when a direct connection between the EC2 instances and DataStax was giving me some trouble);
3) negotiating healthy topology of a small Cassandra cluster through conditions that differ slightly from DataStax's current documentation for their 210 course; and
4) troubleshooting the bootstrapping of an individual node in the cluster (I think my running a stress test on that node in isolation before adding it to the cluster gave me some problems!).
At the end of the day, I was able to get all three nodes up and running normally. As I may have mentioned before, I've got a bunch of ideas for web application projects that I'd like to start building, but I'm trying to take manageable 'baby steps' here first. By the end of the week, I'd like to have at least an absolute bare-bones web server up and communicating with a Cassandra cluster.
Figure 1. I finally cleaned up my final AWS EC2 node enough to keep it from hanging during the Cassandra bootstrapping process. Yay! As you can see, I tend to run nodetool status/dsetool status a lot.
Hey again! I got a few other things done early this week that kind of fit into the category of the last post's topic. Two fun developments were 1) a bit of work in Apache Zeppelin (for prototyping/viewing 'big data' analysis in a notebook environment), and 2) a crash course in the Cassandra distributed and non-relational datastore technology.
The Cassandra tutorial was especially fun because within a few hours of starting the course, I was (admittedly, with my hand held through the process!) creating and updating a mock vehicle tracking web application facilitated through Java/CassandraQL created/hosted in a virtual Ubuntu environment. It looks like soon I'll be spinning up several virtual machines to test out scalability on a small Cassandra cluster. It's fascinating stuff, and I'm looking forward to coding up my own projects in similar spaces.
A couple of screenshots (from the tutorials above) follow.
Figure 1. This is actually just output from a ready-made tutorial script for running and analyzing a Spark job in Zeppelin, but still, the results were cool to see! I like that this kind of notebook environment is available. While it's not something you'd run in production/deployment, I enjoy the option to fiddle around graphically with code and objects during early prototyping of a project (sort like the Python/Jupyter relationship).
Figure 2. Here I'm completing a code-along creation of a Java/Cassandra-based web application that updates and displays (via interaction with Google Maps) vehicle tracking data. Fun stuff! I'm looking forward to deploying database tasks to a cluster of several virtual nodes in the next few days. Thanks to Ruth Stryker (of Infinite Skills) for the great udemy.com course I'm taking to learn about Cassandra!
Hi all! In preparation for some upcoming interviews, I've been working diligently through a variety of tutorial courses at udemy.com. It's been an exciting and enriching time, and I'll share some specifics (with screenshots) below. A subset of the coursework/progress can be found in a variety of new repositories at my GitHub location (github.com/bradleypmartin).
Focus area 1: A basic image processing algorithm written in Python
A lot of the items to follow (big data tutorials; core coding in new languages) were sort of 'guided tours' through the various spaces. This mini-project, though - for whatever it's worth - was totally my own creation! I've been thinking a lot about image processing lately, and thought it'd be neat to come up with a (naive) algorithm that can reconstruct a tiled and scrambled image.
This algorithm cuts up an image into a user-defined set of rows and columns, gives some "overlap" pixels to each one of the resulting subimages, offsets each subimage by a (randomly-chosen) smaller amount of pixels, and then scrambles the subimages' order and removes any associative data between them.
Next, the 'fun part' commences by initializing and then filling a graph of subimage relationships based on pixel similarity, followed by (attempted!) reconstruction of the original order using the associative graph. In the GitHub repo for this project (ImageReconstruction) there are three separate .jpg files I've tried so far with the algorithm, and it works pretty well on these (usually 100% reconstruction accuracy) for small numbers of 'cuts' (maybe around 15-25 tiles, total). Finer divisions of the photos tend to result in a lot more computational overhead and reduced accuracy of the reproduction (fairly quickly so, too, as you increase the number of subimages past about 20-25).
Future work could involve any or all of the following:
Figure 1. My cat, Chocko, offered her modeling talent for the image processing project. I liked the Jupyter notebook environment for preliminary work on the project due to its easy visualization of various steps/modules-in-progress.
Focus area 2: 'Big data' tutorials and exercises
'Big data' tools and technologies are in huge demand at many of the places where I'm applying to work, and I'm pushing forward with a lot of tutorial material covering Spark (and other parts of the Hadoop ecosystem) access and manipulation of large, distributed datasets, MySQL creation and query of databases, Cloud9 development and AWS cluster deployment of big data algorithms, etc.
It's a lot to take in over a short period of time, but I'm very glad to be doing so; there's so much potential for engaging in cool new projects with all these new tools! A couple screenshots of my early progress are below.
Figure 2a. Here's a screenshot of my starting MySQL development environment in AWS Cloud9. I'm looking forward to creating (well, following along in creating, at least!) a web application associated with this course today (4/30/18).
Figure 2b. This was a fun process: I had spun up 5 m4.xlarge nodes on AWS to run some analytics on a 1 million-member movie ratings dataset as part of one of Frank Kane's online tutorials. I was using a Python/Spark interface here.
Focus area 3: Other new programming languages and development environments
Along with the space-specific 'big data' tutorials and exercises, I've also been pushing forward in broadening my proficiency in new languages and environments. Matlab and C++ have served me well in the past, but I wanted to start branching out as well. Scala, Python, and MySQL have been a big part of the efforts described above, and I've also been working on some core competency in Java. All the exercises thus far have brought me through a whole new wealth of text editors and IDEs (each with their own quirks and benefits - for example, I love how Git version control is baked right in to many of them!).
You can see some examples of Python scripts and notebook work both in the ImageReconstruction repository mentioned above, as well as in the SparkCourse repo. I've got some Scala code in the ScalaAndSparkCourse repo, and my core Java work is in the JavaCoreExercises repo.
Some of these repositories are more well-developed than others, but I hope to keep building on each as time permits.
Figure 3. I bet you haven't seen a 'Hello World' implementation like this before! But honestly, there's some more interesting stuff (classes/inheritance, exception handling, etc.) in my associated JavaCoreExercises repository.
I've recently made a lot of research and extracurricular code available at my GitHub location (https://github.com/bradleypmartin). Some of it is currently in more of a "data dump" format, so look forward to my branching and cleaning up a lot of it over the next days and weeks! There are some Matlab and C++ examples in there now, with basic Python notebooks to follow. Topics explored in these collections include my Ph.D. and post-Ph.D. research into numerical solution of PDEs, coursework in general inverse and multigrid methods, and exploratory work in data science. Enjoy!
An article in the New York Times this weekend (along with the significantly increased volatility of U.S. equities during the past few days) got me thinking more about market dynamics, and I thought I'd try to replicate (as closely as possible with the resources and time I've got today) the results of the Times.
The illustration the Times made was that cumulative equity investment returns over the past 20-25 years can be disproportionately attributed specifically to the overnight gains in asset value (as opposed to intraday increases). The Times presented a plot of cumulative returns of the SPY exchange-traded fund (ETF) (NSEEARCA:SPY) since its inception (around 1994) in two different flavors:
1) assuming the shareholder had bought shares of the ETF at market open and sold at market close every business day; and
2) assuming the opposite scenario: that the shareholder had bought near market close every day and sold at market open.
Although it may not be news to those familiar with inter- and intraday equities trading, over the lifetime of the SPY ETF, there has been a substantial advantage to holding overnight. I found this kind of surprising! To have a look at the phenomenon myself, I loaded up my Quantopian account (www.quantopian.com) and did some of my own backtesting.
Below, I've copied-and-pasted results of Jan 2002-Jan 2018 investment strategies matching the two schemes above (Quantopian's backtesting routine won't let me go all the way back to 1994). Although the timeframe here is somewhat different than that presented by the Times, we see similar results: an exclusively overnight long position in SPY seemed to present a distinct advantage over an exclusively daytime hold.
Figure 1. Simulated returns of an initial $100,000 invested in the SPY ETF in January 2002, ending in January 2018. Here, as many shares as possible of the ETF are purchased right before every market close and sold again at the next business day's market open. Although returns with this strategy are somewhat less than a simple buy-and-hold, we can see that the shareholder did indeed enjoy most of the index's gains (141% cumulative return in the overnight strategy vs. about 209% for buy-and-hold). No commissions were accounted for in this simulation or any others in this post.
Figure 2. Simulated returns of an initial $100,000 invested in the SPY ETF in January 2002, ending in January 2018. The strategy in this example is the opposite of the one whose results are shown in Figure 1: here, shares are bought at market open and sold at market close. Over the ~16 year period here, the shareholder still makes gains in equity, but not nearly to the extent seen above.
After seeing these results, I thought it'd be neat to check out how the overnight edge manifested in a couple of other cross-sections of market history. For the first section, I thought I'd rerun the two backtests above on the interval between January 2002 until January 2010 (shortly after the financial crisis late in that decade). These results are shown below.
Figure 3. "Overnight edge" strategy backtested on the SPY ETF between Jan 2002 and Jan 2010. The strategy did pretty well here vs. the index benchmark (also SPY)!
Figure 4. A market-day-exclusive alternative to the overnight edge strategy is tested here on the SPY ETF between Jan 2002 and Jan 2010. Statistics of this run (seen in the printout) are significantly worse than the overnight strategy across the board.
The overnight strategy simulation really performed well during this earlier time period! Finally, I thought I'd test both strategies out on the span between Jan 2010 and Jan 2018. My results are below.
Figure 5. Jan 2010-Jan 2018 backtest of the overnight edge strategy on SPY.
Figure 6. Jan 2010-Jan 2018 backtest of the daytime strategy on SPY.
In this more recent timeframe, a significant amount of cumulative equity gains seem to start shifting toward intraday market dynamics (though the overnight gains still appear to have an edge in this particular simulation). I wonder: what factors in action during the more recent bullish market might have caused such a shift? And how can I best incorporate today's overnight gap trends and correlations into an efficient trading algorithm?
The article and results certainly gave me a lot to think about, and I'll share more algorithmic trading results soon!
Figure 1. Heat map within a 2D domain featuring an insulating triangle. Temperature is high (value 1; red color) near the top of the domain (Dirichlet boundary) and cold (value 0; blue color) near the bottom. The insulating triangle in the middle of the domain creates an intriguing temperature profile in the elliptic (equilibrium) problem results shown here.
A lot of my dissertation work (and papers that branched out from it) involved numerical solutions to diffusion and wave problems in which model parameters (density, wave speed, thermal diffusivity, etc.) change suddenly between two or more different materials. Many of the test cases I presented dealt with mildly-curved interfaces, and although I presented a few cases with cornered interfaces, I didn't have a high-order (highly accurate) approach prepared and vetted for the latter scenario.
Over the past month or so, I've been working on incorporating some singular basis functions into radial basis function-generated finite difference (RBF-FD) collocation schemes in a manner that significantly increases the accuracy of elliptic and parabolic (diffusion) problems with cornered interfaces. I've also been combing through existing literature to see where this approach may fit. It seems as though a number of investigators have used similar methods and analysis for elliptic (equilibrium) problems before, but the number of articles covering parabolic (time-dependent) problems is far fewer.
I've had a decent amount of success so far in both the elliptic and parabolic cases, but a lot of challenges remain. One exciting aspect of the approach I'm using is that it would translate fairly readily (at least in theory and on paper; I'm not sure at all about its stability) to simple hyperbolic problems of recent interest (acoustic and electromagnetic wave transport). Keep a lookout for more updates on this soon!
Several months ago, I had taken a screenshot or two while exploring the then-fairly-new VR editor in Unreal Engine 4. I'd been completing Unreal and Blender tutorials in my free time and hoping to start developing a demo for some VR-based educational tools for learning math. To that end, I've started drafting a space for several multivariable calculus activities/exhibits.
I've since made some progress, and thought I would share some of that today!
Above you see an overview of a basic environment in-progress. My idea here was to create a 3/4 dome with space for 4 different "hands-on" exhibits: 1) a quadric surface zone, seen here in the center (this'll be pictured in more detail below); 2) an area (or, more specifically, volume ;) ) for quadrature and possibly analytical integration and volume-finding under surfaces (at left, in green and red); 3) an area for exploration of basic vector field ideas (not yet present); and 4) a zone for illustrating the concept of slope and gradient (also pending).
You can see part of the 3/4 dome is completed...I'm working on balancing the creation of the surrounding space with steady improvement of the exhibits/features. I'll try to add on the top of the dome soon and enrich the overall environment as well (maybe with a more interesting foundation, floor materials, support beams, etc.).
Here we've got a closer look at the current state of the quadrature/integration exhibit. Many scaled rectangles are intended to show a midpoint-rule quadrature of the function sin(x)*sin(y) over the region [0,2*pi],[0,2*pi]. Right now I've got this implemented as two separate instanced meshes (one for the negative (red) portion of the function within the current region, one for the positive (green) portion). I'm hoping to implement some bare-bones user interaction functionality soon.
This third screenshot frames a closer perspective of the quadric surface exhibit-in-progress. I'll certainly have to fine-tune the handling of the instanced meshes used here for tiling out the surface (here, we're looking at a hyperboloid of 1 sheet), but it's nice to see a recognizable shape! In addition to adding basic user interface capability to the exhibit, I'd also like to put in trace/cross-section functionality sometime soon (maybe accomplished with spline meshes).
Also look for updates on the remaining two exhibits (vector field and slope/gradient spaces) before I get too far with the existing ones. Stay tuned!
Recent research developments and collaboration with the Colorado School of Mines Electrical Engineering department
One exciting and ongoing development since my arrival at Mines has been a collaboration between our own department (Applied Mathematics and Statistics) and the Electrical Engineering department - particularly with Atef Elsherbeni and Mohammed Hadi. One of their current research interests is the development of finite difference time domain (FDTD) methods for simulating electromagnetic (EM) wave propagation around conducting and dielectric materials.
Greg Fasshauer and I have enjoyed working with these two professors and their groups in an effort to adapt current radial basis function-generated finite difference (RBF-FD) methods from our own research to their FDTD push. The ability of RBF-FD to handle curved boundaries and interfaces between different materials well (as explored in my dissertation work) has proven quite helpful in designing efficient EM wave simulation methods in scenarios of interest. Snapshots from an example of one such scenario are included below in Figure 1 (a planar wave encounters a cylindrically-shaped perfect electric conductor).
We're currently preparing our preliminary results for presentation at the 2018 International Applied Computational Electromagnetics Society (ACES) Symposium to be held March 24-29 in Denver, Colorado. I'll provide more updates on our investigation during our drafting process.
Figure 1a: EM model snapshot; t ~ 1 nanosecond. The color plot above shows the relative strength of the magnetic field component (perpendicular to the cross-section of the perfectly-conducting cylinder shown by the dashed white circle) of a planar EM wave as it approaches a conducting feature. This and the following snapshots happen to be from a relatively low-frequency-band Fourier reference solution to one of our basic test problems (resulting in the faint, artificial "rays" you may perceive at the periphery of the model domain).
Figure 1b: EM model snapshot (magnetic field component perpendicular to page); t ~ 1.66 nanoseconds
Figure 1c: EM model snapshot (magnetic field component perpendicular to page); t ~ 2.33 nanoseconds