3871 search results for "git"

Visualizing neural networks from the nnet package

March 4, 2013
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Visualizing neural networks from the nnet package

Neural networks have received a lot of attention for their abilities to ‘learn’ relationships among variables. They represent an innovative technique for model fitting that doesn’t rely on conventional assumptions necessary for standard models and they can also quite effectively handle multivariate response data. A neural network model is very similar to a non-linear regression

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Cluster Risk Parity back-test

March 4, 2013
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Cluster Risk Parity back-test

In the Cluster Portfolio Allocation post, I have outlined the 3 steps to construct Cluster Risk Parity portfolio. At each rebalancing period: Create Clusters Allocate funds within each Cluster using Risk Parity Allocate funds across all Clusters using Risk Parity I created a helper function distribute.weights() function in strategy.r at github to automate these steps.

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2013 World Universities Ranking

March 4, 2013
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2013 World Universities Ranking

The Times Higher Education (http://www.timeshighereducation.co.uk) released its World Reputation Ranking. The ranking employs survey consultation among invited-only academics to measure reputation among several universities. It is assumed to be the world’s largest opinion survey of this sort across the globe. Every year, a list of the top 100 most powerful university brands is released. Despite

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Track the bookies’ favourites for the next Pope

March 4, 2013
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Track the bookies’ favourites for the next Pope

Tired of manually running a python script to scrape the latest bookmaker odds on the next Pope, R user AJ (an analytical research manager at a large healthcare company) instead created an R script to track the odds on the Papal successor, and automated it with the Shiny package for R. The screenshot below shows the odds of each...

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Shiny with PerformanceAnalytics Example

March 4, 2013
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Shiny with PerformanceAnalytics Example

The folks at Rstudio have done some amazing work with the shiny package. From the shiny homepage, “Shiny makes it super simple for R users like you to turn analyses into interactive web applications that anyone can use.” Developing web applications has always appealed to me, but hosting, learning javascript, html, etc. made me put … Continue reading...

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visualising diurnal wind climatologies

March 3, 2013
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visualising diurnal wind climatologies

In this post I want to highlight the second core function of the metvurst repository (https://github.com/tim-salabim/metvurst): The windContours function It is intended to provide a compact overview of the wind field climatology at a location and plots wind direction and … Continue reading →

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visualising large amounts of hourly environmental data

March 3, 2013
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visualising large amounts of hourly environmental data

It is Sunday, it's raining and I have a few hours to spend before I am invited for lunch at my parents place. Hence, I thought I'd use the time to produce another post. It has been a while since … Continue reading →

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Download Fantasy Football Projections from ESPN.com using R

March 3, 2013
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Download Fantasy Football Projections from ESPN.com using R

In this post, I will demonstrate how to download fantasy football projections from ESPN.com using R.  Having projections allows us to do many different analyses to determine our best possible fantasy team.  The projections on ESPN.com are currently from last year—they haven't been updated yet for the upcoming season.  ESPN will update them closer to the start of...

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All That Glitters

March 3, 2013
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All That Glitters

"The law itself follows Gold" Sextus Propertius.But what about stocks, bonds and real estate? Do they follow Gold too? Using the correlation data from my previous post, The Financial Crisis on Tape Part I, this question is easy to investigate. Indeed, ...

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What can we use the VIX for?

March 3, 2013
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What can we use the VIX for?

In part 1, we took a look at VIX and the relationship it had between historical volatility and realized volatility.Continuing on, I thought I would take a look at next day returns and the VIX. There is a relationship between SPX and VIX in that when SP...

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