# 262 search results for "evaluation"

## Bayesian Fall school in La Rochelle

June 26, 2011
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The French agronomy research institute INRA is organising a Fall school in La Rochelle, Nov. 28 – Dec. 02, on Bayesian methods, oriented towards the applications in food sciences, environmental sciences, and biology. The provisional program (in French) is ■ Initiation aux outils informatiques R et WinBUGS (TP et réalisation de projets sur ordinateur) ■

## Items

June 22, 2011
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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...

## Hurst as Relative Strength

June 21, 2011
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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. ...

## Making GUIs using C# and R with the help of R.NET

June 19, 2011
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In this post, I’ll take a look at using R.NET with the creation of an application written in C#. As …Continue reading »

## Two textbooks on probability using R

June 18, 2011
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$Two textbooks on probability using R$

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

## “Financial Risk Forecasting” – a book review by Christian Reusch

June 10, 2011
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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...

## Environments in R

June 4, 2011
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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...

## AIB Stock Price, EGARCH-M, and rgarch

May 17, 2011
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$AIB Stock Price, EGARCH-M, and rgarch$

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,

## "Inside" Functors — Evaluating things more than once

May 1, 2011
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(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,...