2701 search results for "gis"

Download and parse EDHEC hedge fund indexes

June 4, 2012
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Download and parse EDHEC hedge fund indexes

In our pre-conference workshop, Brian Peterson and I worked with the EDHEC hedge fund indexes as a way to demonstrate how to use PortfolioAnalytics within the context of long-term allocation problems. Although they are not investible, these indexes are probably more representative than most given that they are, in fact, meta-indexes. Other indexes might be

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Extracting an image chunk from a collection of Large MrSid Images

June 4, 2012
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Recently needed to extract a small "chunk" from a collection of adjacent MrSid mosaics, each about 4Gb in size. Once again, GDAL came to the rescue, and saved much time and agony wile working with very large, compressed, and proprietary-format files. T...

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Obtaining a protein-protein interaction network for a gene list in R

June 3, 2012
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Obtaining a protein-protein interaction network for a gene list in R

Building a network of interaction between a bunch of genes can help a great deal in understanding the relationships between the seemingly disparate elements from your list. It can seems challenging at first to build such network but it's less complicat...

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Universal portfolio, part 3

June 3, 2012
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Universal portfolio, part 3

After the theoretical analysis, section 8 of Universal Portfolios provides examples.  We now use logopt and R to reproduce them, the first three in this post.The examples of Universal Portfolios use a long time series...

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Making interactive slides with Org mode and googleVis in R

June 3, 2012
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Making interactive slides with Org mode and googleVis in R

There’s been a lot of justifiable excitement in the R community about Yihui Xie’s great work, and most recently the incorporation of his knitr package into the RStudio software. Knitr is seen, justifiably, as a worthy successor to SWeave for … Continue reading →

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Coding a dynamic systems and controlling it via a graphical user interface

June 3, 2012
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Coding a dynamic systems and controlling it via a graphical user interface

My work, in the past year, has consisted mostly of coding dynamic models in R, models which I will soon be exporting to a server-based R implementation, possibly thanks to rApache.I ususally run my models through an input file where I specify all param...

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R script to manipulate health data

June 3, 2012
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Here is the code that fixed up the World Bank data export for use in Tableau. The databank spits out everything in an untidy format for grouping and aggregating. The reshape2 and plyr packages  make it easy to manipulate the whole set … Continue reading →

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System from Trend Following Factors

June 1, 2012
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System from Trend Following Factors

As I thought more about Trend Following Factors from Hsieh and Fung, I thought that the trend following factors might indicate a state/regime for the equity markets that could potentially offer momentum-style timing signals for a system on the S&P ...

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Distribution of Oft-Used Bash Commands

June 1, 2012
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Distribution of Oft-Used Bash Commands

Browsing commandlinefu.com today, I came across this little one-liner to display which commands I use most often. Here’s what I got: Yep, seems legit. I navigate and look at files a whole bunch (ls, cd, cat), and I do a butt tonne of editing (vim). I sudo like a boss, hop onto various servers (ssh),

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Term structure of interest rate spread volatility : Unit root test

Term structure of interest rate spread volatility : Unit root test

Recently, I was working on my master's thesis and came across an interesting observation regarding the term structure of interest rate spread volatility that I wish to share. Let me first try and throw some light on the jargon that I have used. To begi...

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