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Calibrate Option Price under the Heston model using Rust
This post introduces the calibration of the Heston model, a popular option pricing model that extends the Black-Scholes-Merton framework by incorporating stochastic volatility. By aligning model parameters with observed market prices, the Heston model provides a more accurate representation of market dynamics.
20 min read
20 views
Nov 1
Async Rust Explained - Pinning - Part 2
Pinning in Rust ensures that a value's memory address remains constant, preventing it from being moved. This is crucial for self-referential structures and asynchronous tasks, especially in async runtimes like Tokio, where futures might be moved across threads. By using Pin, Unpin, and PhantomPinned, developers can safely handle data that relies on stable memory locations, maintaining both performance and safety in advanced Rust programs.
8 min read
19 views
Oct 13
Async Rust Explained - Part 1
Async programming in Rust can seem intimidating at first, but with the right mindset, it's possible to understand it in a simple way. This series will guide you through Async Rust, step by step, so you can gain confidence in writing concurrent applications without sacrificing safety.
4 min read
33 views
Oct 3
Building a Rust library for DHT11 sensor: A Step-by-Step Guide
In this blog article, we'll provide a step-by-step guide on how to write your own Rust library for an embedded sensor. We've chosen the DHT11 sensor due to their simplicity and ease of understanding. The library will be built using only embedded-hal.
8 min read
55 views
Oct 1
Hack Rust's Type System with Union Types
Union types in Rust allow you to store multiple types at the same memory location, providing flexibility and potential performance optimizations, but require unsafe blocks for access. This post explores using union types to return either a single value or a vector, showcasing a powerful yet risky way to bypass Rust's strict type system.
5 min read
20 views
Sep 27
Speed up my financial mathetmatics crates in Rust
This project focused on optimizing the performance of a fractional Brownian motion generator in Rust. By refining algorithms, parallelizing key operations, and adjusting compiler settings, significant efficiency improvements were achieved. Leveraging Rust’s strengths in memory management and system-level control allowed the code to run more efficiently, demonstrating the language’s potential for high-performance computing tasks.
11 min read
29 views
Sep 18
Building a Simple LED and Button Interface with Rust on ESP32
In this continuation of our journey into embedded systems with Rust on the ESP32, we'll enhance our previous LED project by introducing button control. Building upon the foundational concepts covered earlier, we'll explore how to read input from a button and use it to manipulate an LED's state.
4 min read
55 views
Sep 16
Building a Rust Native Module for React Native on iOS and Android
We detailed how to integrate Rust with React Native for both iOS and Android, focusing on setting up the environment, configuring libraries, and building Rust modules. We discussed the advantages of using Rust for better performance and safety in mobile app development. The guide also emphasized React Native's strengths in delivering native UI/UX and its recent improvements with the JavaScript Interface (JSI) that reduce overhead, making it a highly efficient cross-platform framework.
7 min read
77 views
Sep 8
Introduction to Embedded Systems with Rust: A Beginner's Guide Using ESP32
This guide introduces developers with basic Rust knowledge to the world of embedded systems, focusing on the ESP32 microcontroller. It covers fundamental hardware and software concepts, including setting up the development environment, executing a "Hello World" program, and flashing an LED, all while using Rust's no_std environment.
9 min read
74 views
Sep 1
Building a Modern Dating App Backend with Rust, Async-GraphQL, SurrealDB, and WebSocket
Building a backend for a modern dating app using Rust, Async-GraphQL, SurrealDB, and WebSocket involves integrating these technologies to manage data, handle real-time communication, and create a scalable infrastructure. The post provides practical examples of key operations like sending, updating, and deleting messages, showcasing how these tools work together effectively.
11 min read
47 views
Aug 27
Estimating Parameters of the Fractional Ornstein-Uhlenbeck (fOU) Process using LSTM in Rust
This Rust code demonstrates how to estimate parameters of the fractional Ornstein-Uhlenbeck (fOU) process using Long Short-Term Memory (LSTM) neural networks. It leverages the stochastic-rs library to generate synthetic data for the fOU process and the candle library to build, train, and evaluate the LSTM model. The code is designed for high-performance simulations and efficient neural network computations, making it suitable for use in fields like quantitative finance and physics.
9 min read
62 views
Aug 15