# 1833 search results for "map"

## Controlling multiple risk measures during construction of efficient frontier

October 26, 2011
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In the last few posts I introduced Maximum Loss, Mean-Absolute Deviation, and Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) risk measures. These risk measures can be formulated as linear constraints and thus can be combined with each other to control multiple risk measures during construction of efficient frontier. Let’s examine efficient frontiers computed

## Machine Learning Ex 5.2 – Regularized Logistic Regression

October 25, 2011
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Now we move on to the second part of the Exercise 5.2, which requires to implement regularized logistic regression using Newton's Method.Plot the data:

## "Anyone planning to work with Big Data ought to learn Hadoop and R"

October 25, 2011
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Dan Woods at Forbes interviewed LinkedIn's Daniel Tunkelang about the rise of data science and on building data science teams. When asked how students today should prepare themselves to be data scientists, Tunkelang gives some good advice: When we built the data science team at LinkedIn a few years ago, we looked for raw talent, assuming that smart people...

## Installing the RMySQL package on Windows 7

October 25, 2011
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So you want to get statistical? Nowadays one of the ways to go is to use R, mostly in combination with ggplot2 for generating the plots. These plots and graphs however need some data, for that we use data sources. There are a lot of data sources availa...

## Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) risk measures

October 25, 2011
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$Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) risk measures$

In the Maximum Loss and Mean-Absolute Deviation risk measures post I started the discussion about alternative risk measures we can use to construct efficient frontier. Another alternative risk measures I want to discuss are Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR). I will use methods presented in Comparative Analysis of Linear Portfolio Rebalancing

## Machine Learning Ex 5.1 – Regularized Linear Regression

October 25, 2011
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The first part of the Exercise 5.1 requires to implement a regularized version of linear regression.Adding regularization parameter can prevent the problem of over-fitting when fitting a high-order polynomial.Read More: 194 Words Totally

## NYT on Big Data and R

October 24, 2011
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In the New York Times' "Bits" blog today, Quentin Hardy offers recollections on Big Data talks at the recent Web 2.0 Summit. He begins with a definition of Big Data: Big Data is really about ... the benefits we will gain by cleverly sifting through it to find and exploit new patterns and relationships. You see it now in...

## A Simple Example for the Use of Shapefiles in R

October 24, 2011
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A simple example for drawing an occurrence-map (polygons with species' points) with the R-packages maptools and sp using shapefiles.HERE is the example data.Read more »

## Backtesting Part 4: random strategies

October 21, 2011
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Note: This post is NOT financial advice!  This is just a fun way to explore some of the capabilities R has for importing and manipulating data.  In part 2, we found that our 200-day high, hold 100 days strategy yielded average annual return...