Let's define a new pattern!
I do a lot of programming for research, and part of what this involves is turning calculations, usually expressed as verbs, into nouns. That is, I need to keep the calculation and all it's intermediate steps around so that I can inspect them.
Alas, I am programming in Python most of the time and end up...
THIS IS NOT INVESTMENT ADVICE AND COULD EASILY RESULT IN SIGNIFICANT LOSSES. As an extension to Testing Hurst with Multiple Indexes and Exploring the Market with Hurst, we also might employ our new Hurst signal as a relative strength determinant. ...
In this post, I’ll take a look at using R.NET with the creation of an application written in C#. As …
This fall, I’ll be teaching a second-year course on Probability with Computer Applications, which is required for Computer Science majors. I’ve taught this before, but that was five years ago, so I’ve been looking to see what new textbooks would be suitable. The course aims not just to use computer science applications as examples, but 
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...
One interesting thing about R is that you can get down into the insides fairly easily. You're allowed to see more of how things are put together than in most languages. One of the ways R does this is by having first-class environments.
At first glance, environments are simple enough. An environment...
This post examines conditional heteroskedasticity models in the context of daily stock price data for Allied Irish Banks (AIB), specifically how to test for conditional heteroskedasticity in a series, how to approach model specification and estimation when time-varying volatility is present, and how to forecast with these models; all of this is done in R, 
(The examples here work with the version of insidefunctor tagged as "v1")
I ran into an interesting problem using "inside" functors.
Something is wrong in the following code (well, depending on what you thought it should do).
> library(insidefunctor)
> `%+.%` = fmap(`+`)
> x = seq(0, 10, len = 50)
> plot(x,...
We often simulate data in SAS or R to confirm analytical results. For example, consider the following problem from the excellent text by Rice:Let U1, U2, and U3 be independent random variables uniform on . What is the probability that the roots...
I’m currently sitting at about 32K feet above sea level on my way from Tampa International to DIA and my options … Continue reading →
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
