Monthly Archives: October 2010

Liquidity Premium vs Liquidity of Corporate Bonds

Liquidity Premium vs Liquidity of Corporate Bonds

All else equal, investors should require higher returns on assets whose liquidity is lower, in other words, investors demand a higher expected return, and hence larger liquidity premium, by holding a less liquidity asset. Risk & return co-exist.Is this really true for corporate bonds? I run a simple regression using R to test my data, where US corporate bonds...

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How to build a world-beating predictive model using R

How to build a world-beating predictive model using R

Many modern data analysis problems in both industry and academia involve building a model that can predict the future based on historical variables. The 2009 KDD Cup was an international data mining competition devoted to this type of problem, where … Continue reading →

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Boxplots or raw data graphs?

October 14, 2010
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Boxplots or raw data graphs?

We recently had a dilemma for an OSI publication about the design for the graphs. There will be dozens of these graphs showing the mean score on a given variable for nearly 11000 parents from 10 countries. This example is for household wealth which has values ranging from 0 to 16. These are the three

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Boxplots or raw data graphs?

October 14, 2010
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Boxplots or raw data graphs?

We recently had a dilemma for an OSI publication about the design for the graphs. There will be dozens of these graphs showing the mean score on a given variable for nearly 11000 parents from 10 countries. This example is for household wealt...

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R is Hot: Part 2

October 14, 2010
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This is Part 2 of a five-part article series, with new parts published each Thursday. You can download the complete article from the Revolution Analytics website. Critical Mass and Going Viral R was created in 1993 by Ross Ihaka and Robert Gentleman at the University of Aukland in New Zealand. It’s called R for the simple reason that both...

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Postdoc position in computational Bayesian statistics

October 14, 2010
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Postdoc position in computational Bayesian statistics

Here is an announcement I received that should interest potential postdocs (willing to come to Paris). The location is on the Orsay campus, south of Paris. In the framework of the ANR-funded Metacoli project which aims at identifying the metabolic underpinnings of the lifestyle diversity in the E. coli species, Genoscope (the genomics institute of

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Kuwait Airport

October 14, 2010
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Kuwait Airport

  Kuwait International airport. Giss has it as nightlights =0, so do I. By looking at comparisons of nightlights with the station centered and a static google map with the station centered, there are mismatches between GISS and Me and between Nightlights and the  world. Subtle shift here and there. Annoying. Also, you can see

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Nightlights, Contours, and Rgooglemap

October 14, 2010
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Nightlights, Contours, and Rgooglemap

I am continuing the investigation of nightlights using some additional packages from Cran. Here we add Rgooglemaps to the mix. Rgooglemaps is a neat tool that gives you a simple ( needs better docs) interface to the static map server. Perhaps, I’ll modify the code to my likeing, so For now I use it as

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R wanted for an intern at Barron’s

October 13, 2010
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R/SQL/scripting, oodles of data, a willing outlet for write-ups. Any takers? Do some good. Intern at Barron’s, the New York financial publication with a decades-long tradition of investigative journalism and a more recent commitment to data analytic exposure of fraud in finance, business and healthcare. Bring us your zeal and your data munging skills and

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Impact of Google Instant on paid search

October 13, 2010
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Impact of Google Instant on paid search

When Google introduced Google Instant (where search results are displayed as you type), it was certainly a boon for searchers. Personally, I've started visiting the Google homepage after years of just using the search box in Firefox (and now Chrome), and enjoying the improved search experience. (And I get to see those neat Doodles, too.) But not everyone was...

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