400 search results for "evaluation"

Factor Evaluation in Quantitative Portfolio Management

March 23, 2015
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Factor Evaluation in Quantitative Portfolio Management

When it comes to managing a portfolio of stocks versus a benchmark the problem is very different from defining an absolute return strategy. In the former one has to hold more stocks than in the later where no stocks at all can be held  if there is not good enough opportunity.  The reason for that is the tracking error. This

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Medicines under evaluation

March 15, 2015
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While browsing through the internet I ran into the medicines under evaluation page of the European Medicines Agency. There was a .pdf for each month and I thought it would be interesting to look if I could analyze those data. Each .pdf contains various...

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ALUES: Agricultural Land Use Evaluation System, R package

October 26, 2014
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Authors:Arnold R. Salvacion                                                                       [email protected] Analysis and Visualization using R (blog)                                          Al-Ahmadgaid B. Asaad (maintainer)[email protected] Land Use Evaluation System (ALUES) is an R package that evaluates land suitability for different crop production. The package is based on the Food and Agriculture Organization (FAO) and the International Rice Research Institute (IRRI) methodology for land evaluation. Development...

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Metaprogramming in R with an example: Beating lazy evaluation

September 5, 2013
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Functional languages allows us to treat functions as types. This brings us a distinct advantage of being able to write a code that generates further code, this practise is generally known as metaprogramming. As a functional language R project provides ...

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Estimation, prediction, and evaluation of logistic regression models

August 26, 2013
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I provide an introduction to using logistic regression for prediction (binary classification) using the Titanic data competition from www.Kaggle.com as an example. I use models to predict in missing data, estimate a logistic regression model on a trai...

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Classification of the Hyper-Spectral and LiDAR Imagery using R (mostly). Part 1: Result Evaluation

July 28, 2013
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Classification of the Hyper-Spectral and LiDAR Imagery using R (mostly). Part 1: Result Evaluation

Introduction There was the EEEI Data Fusion Contest this spring. This year they wanted people to elaborate about hyper-spectral (142-bands imagery) and LiDAR data. The resolution of the data-set was about 5 m.  There were 2 nominations: best classification and  the best scientific paper.  I work with high-resolution imagery quite often, but classification is a very rear task for me...

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Deferred evaluation in Renjin, Riposte, and pqR

July 24, 2013
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Deferred evaluation in Renjin, Riposte, and pqR

The previously sleepy world of R implementation is waking up.  Shortly after I announced pqR, my “pretty quick” implementation of R, the Renjin implementation was announced at UserR! 2013.  Work also proceeds on Riposte, with release planned for a year from now. These three implementations differ greatly in some respects, but interestingly they all try

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Evaluation of Orthogonal Signal Correction for PLS modeling (OSC-PLS and OPLS)

March 15, 2013
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Evaluation of Orthogonal Signal Correction for PLS modeling (OSC-PLS and OPLS)

Partial least squares projection to latent structures or PLS is one of my favorite modeling algorithms. PLS is an optimal algorithm for predictive modeling using wide data or data with  rows << variables. While there is s a wealth of literature regarding the application of PLS to various tasks, I find it especially useful for biological

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Evaluation of Tactical Approaches

June 8, 2012
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Evaluation of Tactical Approaches

Tactical approaches are often chosen based on the best cumulative return which implicitly incorporates significant hindsight bias.  Just because an approach dominates for a period of time does not indicate that it will be the best approach.  ...

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Time-Series Policy Evaluation in R

May 21, 2012
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Time-Series Policy Evaluation in R

Quantifying the success of government policies is clearly important. Randomized control trials, like those conducted by drug companies, are often described as the ‘gold-standard’ for policy evaluation. Under these, a policy is implemented in/to one area/group (treatment), but not in/to another (control). The difference in outcomes between the two areas or groups represents the effectiveness

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