It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report. The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible. If we use the same perhstsp.rep created fo...

Last year, the Statistics and Mathematics Department of the Vienna University School of Economics and Business presented a research seminar series on optimization, taught by R Core Group member Kurt Hornik (with Ronald Hochreiter and Stefan Theussl). Even if you couldn't make it to Austria to attend the course, the course materials are available online, and make an excellent...

As a PhD student that uses quantitative methods a lot, one annoying part of my job is to type up my results, especially formatting tables with regression models can be a lot of work. Luckily there is an excellent package in R, apsrtable, which will gen...

I have never been one to set New Year’s resolutions. Personally, they instill a dangerous personal freedom that often yield naive, subconscious mentalities, such as I can do anything I want until December 31, and I will change abruptly the next day. ...

Equal risk contribution of assets determines the asset weights given the variance matrix. How sensitive are those weights to the variance estimate? Previously The post “Risk parity” gave an overview of the idea. In particular it distinguished the cases: the assets have equal risk contribution groups of assets have equal risk contribution A key difference … Continue reading...

One new-year resolution I made last year was to understand where my money goes. From previous experiments I know that expense tracking has to be as simple as possible. My approach is toUse my cash card as often as possible. This automatically tracks the date and some information on the vendor. Use twitter to track my cash expenses. This supplements...

This is the second lesson of CloudStat School, Lesson 2: Values & Variables. At the end of the lesson 2, you should know: 1. Inserting values into valuables 2. Calling valuables 3. Simple operation within variables. 2.1 Assign/Insert Values into Vari...

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