Monthly Archives: June 2011

Maximum Entropy Now Supported for Windows

After several weeks trying to find the source of a bug in the maximum entropy library when compiling on Windows, Dirk Eddelbuttel pointed me in the right direction to resolve the issue. Although it required a re-write of the library using the new Rcpp API, maximum ent

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Can You Beat the Market with Modern Portfolio Theory? (Part 1)

June 11, 2011
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Can You Beat the Market with Modern Portfolio Theory? (Part 1)

For an integer programming class, Andrew and I were interested in seeing if some ideas from modern portfolio theory could be used to "beat the market."In particular, our goals were the following:For a particular time period, compute the covariance...

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Global warming since 1995 ‘now significant’

June 11, 2011
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Global warming since 1995 ‘now significant’

Yesterday (June 11, 2011) the BBC reported on comments by Prof. Phil Jones, of the Climatic Research Unit (CRU), University of East Anglia (UEA), that the warming experienced by the planet since 1995 was statistically significant....

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OpenStates from R via API: watch your elected representatives

June 10, 2011
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OpenStates from R via API: watch your elected representatives

I am writing some functions to acquire data from the OpenStates project, via their API. They have a great support community at Google Groups as well.On its face this post is not obviously about ecology or evolution, but well, our elected represent...

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REITs for Everybody

June 10, 2011
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REITs for Everybody

THIS IS NOT INVESTMENT ADVICE.  IT IS SIMPLY MY OPINION.  LISTENING TO MY OPINION MIGHT LOSE LOTS OF MONEY. I contend that REITs now have two buyers: dividend pickers and beta chasers.  The beta chasers’ demand has driven prices to sig...

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High Performance Computing in the Cloud with cloudnumbers.com

June 10, 2011
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Who we are cloudnumbers.com provides researchers and companies with the resources to perform high performance calculations in the cloud. We help our customers to fight epidemics, develop highly advanced drugs and manage financial risk. Our aim is to change the way research collaboration is done today by bringing together scientists and businesses from all over

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What is ordisurf() doing…?

June 10, 2011
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What is ordisurf() doing…?

I’m writing this post for two reasons: i) someone searched on Google for the term “what is ordisurf doing” and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a … Continue reading →

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“Financial Risk Forecasting” – a book review by Christian Reusch

June 10, 2011
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A guest post by Christian Reusch giving a book review for the book “Financial Risk Forecasting” by Jon Danielsson. ———– As an academic-turned hedge fund professional with a particular interest in financial econometrics and quantitative money management, this book written by one of my former lecturers at the London School of Economics caught my attention: Having (had to) read...

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Cross de Bercy 2011 [v2&3]

June 10, 2011
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Cross de Bercy 2011 [v2&3]

Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This is a two loop 10km race taking

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What is ordisurf() doing…?

June 10, 2011
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What is ordisurf() doing…?

I’m writing this post for two reasons: i) someone searched on Google for the term ‘what is ordisurf doing’ and ended up on my blog, and ii) because I have been on the receiving end of reviewers comments on a paper I co-authored where they didn’t know what ordisurf() was doing either! It is hardly surprising that people who...

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